+201.5%
CAT vs RF
+86.8%
+114.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.0% |
| 30D | -6.6% | -3.6% | -2.9% | -4.7% |
| 3M | -13.3% | +8.1% | -21.4% | -17.2% |
| 6M | +11.6% | +11.5% | +0.1% | +4.7% |
| YTD | +42.9% | +15.6% | +27.4% | +31.2% |
| 1Y | +95.4% | +15.7% | +79.8% | +79.0% |
| All | +201.5% | +86.8% | +114.7% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling