+3.3%
CAT vs REPL
+175.2%
-171.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -2.4% |
| 7D | -6.3% | +12.7% | -19.0% | -6.4% |
| 30D | -26.8% | +73.5% | -100.3% | -27.0% |
| 3M | -30.0% | +70.3% | -100.3% | -30.2% |
| 6M | -34.6% | +472.0% | -506.6% | -34.2% |
| YTD | +2.9% | +139.5% | -136.6% | -2.7% |
| 1Y | +3.3% | +167.3% | -164.0% | -6.4% |
| All | +3.3% | +175.2% | -171.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling