+382.8%
CAT vs REPL
+35.1%
+347.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.6% |
| 7D | -10.3% | +22.8% | -33.1% | -11.0% |
| 30D | -31.2% | +63.8% | -95.0% | -32.5% |
| 3M | -34.7% | +68.1% | -102.8% | -36.1% |
| 6M | -39.5% | +528.5% | -568.0% | -45.5% |
| YTD | -1.7% | +122.4% | -124.1% | -9.8% |
| 1Y | -1.1% | +154.4% | -155.5% | -10.0% |
| 3Y | +143.9% | +68.0% | +75.9% | +96.6% |
| 5Y | +194.8% | -35.4% | +230.1% | +153.9% |
| All | +382.8% | +35.1% | +347.6% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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