+286.8%
CAT vs PL
+84.9%
+201.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +1.7% | -9.3% | +11.0% | +2.7% |
| 30D | -6.6% | -18.9% | +12.4% | -4.5% |
| 3M | -13.3% | -58.4% | +45.1% | -5.8% |
| 6M | +11.6% | -30.3% | +41.9% | +13.9% |
| YTD | +42.9% | -8.1% | +51.1% | +41.0% |
| 1Y | +95.4% | +180.5% | -85.1% | +68.8% |
| 3Y | +196.6% | +444.1% | -247.6% | +122.7% |
| 5Y | +321.7% | +83.0% | +238.6% | +223.1% |
| All | +286.8% | +84.9% | +201.9% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling