+166.0%
CAT vs REPL
+91.4%
+74.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +7.2% |
| 7D | -2.4% | +14.2% | -16.6% | -2.5% |
| 30D | -25.0% | +65.9% | -90.9% | -25.5% |
| 3M | -28.7% | +84.6% | -113.3% | -29.3% |
| 6M | -33.0% | +446.9% | -479.9% | -34.7% |
| YTD | +5.4% | +129.0% | -123.6% | +3.0% |
| 1Y | +7.3% | +167.9% | -160.6% | +4.5% |
| 3Y | +166.0% | +93.9% | +72.1% | +144.2% |
| All | +166.0% | +91.4% | +74.6% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling