+192.1%
CAT vs RF
+42.4%
+149.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.2% | -5.3% |
| 7D | -14.5% | -1.6% | -12.9% | -13.8% |
| 30D | -35.7% | +5.0% | -40.8% | -37.4% |
| 3M | -36.3% | -10.0% | -26.3% | -33.0% |
| 6M | -38.5% | +3.3% | -41.9% | -40.1% |
| YTD | -2.5% | +7.9% | -10.5% | -7.1% |
| 1Y | -1.9% | +21.2% | -23.1% | -11.9% |
| 3Y | +139.2% | +105.8% | +33.4% | +64.7% |
| 5Y | +192.1% | +43.7% | +148.4% | +131.4% |
| All | +192.1% | +42.4% | +149.7% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling