+601.7%
CAT vs REPL
-6.0%
+607.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -13.3% | +52.4% | -65.7% | -16.0% |
| 6M | +11.6% | +107.4% | -95.8% | +2.7% |
| YTD | +42.9% | +54.7% | -11.8% | +33.1% |
| 1Y | +95.4% | +158.9% | -63.4% | +72.5% |
| 3Y | +196.6% | -23.7% | +220.3% | +152.9% |
| 5Y | +321.7% | -54.3% | +376.0% | +267.6% |
| All | +601.7% | -6.0% | +607.7% | +393.5% |
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