+712.5%
CAT vs RF
+277.2%
+435.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -25.0% | +7.0% | -32.0% | -27.5% |
| 3M | -28.7% | -7.0% | -21.7% | -26.3% |
| 6M | -33.0% | +6.8% | -39.8% | -35.6% |
| YTD | +5.4% | +9.9% | -4.5% | 0.0% |
| 1Y | +7.3% | +21.1% | -13.9% | -3.0% |
| 3Y | +166.0% | +119.6% | +46.4% | +78.9% |
| 5Y | +210.1% | +46.2% | +163.9% | +144.6% |
| 10Y | +712.5% | +261.5% | +451.0% | +324.9% |
| All | +712.5% | +277.2% | +435.3% | +324.9% |
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