+185.9%
CAT vs PL
+40.9%
+145.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +7.4% | +10.0% | -2.6% | +6.2% |
| 30D | -19.7% | -2.3% | -17.4% | -19.6% |
| 3M | -29.6% | -44.2% | +14.6% | -25.2% |
| 6M | -33.2% | -66.1% | +32.9% | -26.0% |
| YTD | +5.7% | -30.0% | +35.6% | +7.1% |
| 1Y | +9.3% | +21.0% | -11.7% | +4.2% |
| 3Y | +158.3% | +516.5% | -358.2% | +93.2% |
| 5Y | +211.6% | +32.0% | +179.6% | +147.5% |
| All | +185.9% | +40.9% | +145.0% | +124.3% |
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