+213.9%
CAT vs REPL
-35.0%
+248.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +7.4% | +1.2% | +6.2% | +7.4% |
| 30D | -19.7% | +92.2% | -111.9% | -20.6% |
| 3M | -29.6% | +44.1% | -73.7% | -30.1% |
| 6M | -33.2% | +313.0% | -346.2% | -35.6% |
| YTD | +5.7% | +125.2% | -119.5% | +1.7% |
| 1Y | +9.3% | +143.8% | -134.4% | +5.0% |
| 3Y | +158.3% | +104.2% | +54.1% | +127.9% |
| All | +213.9% | -35.0% | +248.9% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling