+185.3%
CAT vs PL
+46.6%
+138.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +14.5% | -7.3% | +5.5% |
| 7D | -2.4% | +10.9% | -13.3% | -3.6% |
| 30D | -25.0% | -16.4% | -8.6% | -23.7% |
| 3M | -28.7% | -39.9% | +11.2% | -24.9% |
| 6M | -33.0% | -63.2% | +30.2% | -26.4% |
| YTD | +5.4% | -27.1% | +32.6% | +6.4% |
| 1Y | +7.3% | +12.2% | -4.9% | +2.9% |
| 3Y | +166.0% | +584.3% | -418.2% | +97.0% |
| 5Y | +210.1% | +37.0% | +173.1% | +145.2% |
| All | +185.3% | +46.6% | +138.6% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling