-1.1%
CAT vs PL
-3.5%
+2.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -0.6% |
| 7D | -10.3% | -6.8% | -3.5% | -9.4% |
| 30D | -31.2% | -29.3% | -1.9% | -28.0% |
| 3M | -34.7% | -44.8% | +10.1% | -29.6% |
| 6M | -39.5% | -68.4% | +28.9% | -31.4% |
| YTD | -1.7% | -36.4% | +34.7% | +3.1% |
| 1Y | -1.1% | +0.7% | -1.8% | -1.5% |
| All | -1.1% | -3.5% | +2.4% | -1.5% |
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