+378.4%
CAT vs REPL
+25.1%
+353.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -6.3% |
| 7D | -14.5% | +15.1% | -29.6% | -14.9% |
| 30D | -35.7% | +51.1% | -86.8% | -36.8% |
| 3M | -36.3% | +69.2% | -105.5% | -37.7% |
| 6M | -38.5% | +597.6% | -636.1% | -44.9% |
| YTD | -2.5% | +106.0% | -108.5% | -10.4% |
| 1Y | -1.9% | +133.3% | -135.2% | -10.4% |
| 3Y | +139.2% | +41.0% | +98.2% | +95.2% |
| 5Y | +192.1% | -40.1% | +232.3% | +152.4% |
| All | +378.4% | +25.1% | +353.3% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling