+725.3%
CAT vs RF
+279.4%
+445.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -10.3% | -0.9% | -9.4% | -9.9% |
| 30D | -31.2% | +6.0% | -37.2% | -33.3% |
| 3M | -34.7% | -8.9% | -25.8% | -31.8% |
| 6M | -39.5% | +2.3% | -41.8% | -40.6% |
| YTD | -1.7% | +7.6% | -9.2% | -5.8% |
| 1Y | -1.1% | +21.2% | -22.3% | -10.7% |
| 3Y | +143.9% | +108.5% | +35.3% | +67.6% |
| 5Y | +194.8% | +43.2% | +151.6% | +134.4% |
| All | +725.3% | +279.4% | +445.9% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling