+9.3%
CAT vs RF
+18.9%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.5% |
| 7D | +7.4% | +1.9% | +5.5% | +6.5% |
| 30D | -19.7% | +7.3% | -27.0% | -22.7% |
| 3M | -29.6% | -7.9% | -21.7% | -26.5% |
| 6M | -33.2% | +10.5% | -43.7% | -38.3% |
| YTD | +5.7% | +9.6% | -4.0% | -4.0% |
| 1Y | +9.3% | +20.3% | -11.0% | -6.2% |
| All | +9.3% | +18.9% | -9.5% | -6.2% |
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