+285.4%
CAT vs PATH
-76.8%
+362.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.6% | +18.4% | +3.0% |
| 7D | +1.7% | -16.3% | +18.0% | +3.0% |
| 30D | -6.6% | +9.9% | -16.5% | -7.6% |
| 3M | -13.3% | +30.2% | -43.5% | -15.7% |
| 6M | +11.6% | +37.2% | -25.6% | +7.2% |
| YTD | +42.9% | -7.3% | +50.3% | +42.6% |
| 1Y | +95.4% | +40.0% | +55.4% | +84.0% |
| 3Y | +196.6% | -4.4% | +201.0% | +184.2% |
| 5Y | +321.7% | -76.0% | +397.7% | +303.8% |
| All | +285.4% | -76.8% | +362.2% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PATH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling