+192.1%
CAT vs PL
+11.6%
+180.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.1% | +3.7% | -5.2% |
| 7D | -14.5% | -20.5% | +6.1% | -12.2% |
| 30D | -35.7% | -38.8% | +3.0% | -32.2% |
| 3M | -36.3% | -49.1% | +12.8% | -31.6% |
| 6M | -38.5% | -69.4% | +30.8% | -31.0% |
| YTD | -2.5% | -42.3% | +39.8% | +1.1% |
| 1Y | -1.9% | -14.2% | +12.3% | -3.0% |
| 3Y | +139.2% | +398.7% | -259.5% | +83.4% |
| 5Y | +192.1% | +11.1% | +181.0% | +137.7% |
| All | +192.1% | +11.6% | +180.6% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling