+213.4%
CAT vs REPL
-34.5%
+247.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.4% | +3.0% |
| 7D | +1.7% | +5.3% | -3.5% | +1.6% |
| 30D | -24.6% | +66.6% | -91.2% | -25.3% |
| 3M | -28.5% | +59.6% | -88.1% | -29.2% |
| 6M | -34.8% | +482.4% | -517.2% | -37.6% |
| YTD | +5.9% | +124.1% | -118.2% | +1.9% |
| 1Y | +6.8% | +138.6% | -131.7% | +2.6% |
| 3Y | +161.1% | +96.0% | +65.0% | +130.9% |
| 5Y | +213.4% | -35.4% | +248.8% | +197.0% |
| All | +213.4% | -34.5% | +247.9% | +197.0% |
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