+326.0%
CAT vs REPL
-54.3%
+380.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | +1.7% | -3.0% | +4.7% | +1.8% |
| 30D | -6.6% | +27.1% | -33.7% | -7.0% |
| 3M | -13.3% | +52.4% | -65.7% | -14.6% |
| 6M | +11.6% | +107.4% | -95.8% | +7.4% |
| YTD | +42.9% | +54.7% | -11.8% | +38.4% |
| 1Y | +95.4% | +158.9% | -63.4% | +84.2% |
| 3Y | +196.6% | -23.7% | +220.3% | +175.0% |
| All | +326.0% | -54.3% | +380.3% | +298.4% |
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 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