+95.4%
CAT vs RF
+16.9%
+78.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.1% |
| 30D | -6.6% | -3.6% | -2.9% | -5.0% |
| 3M | -13.3% | +8.1% | -21.4% | -17.1% |
| 6M | +11.6% | +11.5% | +0.1% | +4.4% |
| YTD | +42.9% | +15.6% | +27.4% | +31.9% |
| 1Y | +95.4% | +15.7% | +79.8% | +85.5% |
| All | +95.4% | +16.9% | +78.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling