+8.9%
CAT vs PL
-0.6%
+9.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.4% | +1.1% | -4.3% |
| 7D | -17.1% | -11.7% | -5.4% | -15.6% |
| 30D | -30.1% | -27.1% | -3.0% | -27.1% |
| 3M | -32.4% | -44.6% | +12.2% | -27.1% |
| 6M | -32.1% | -67.2% | +35.1% | -23.2% |
| YTD | +4.1% | -35.9% | +39.9% | +9.1% |
| 1Y | +8.9% | -0.4% | +9.3% | +8.8% |
| All | +8.9% | -0.6% | +9.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling