+326.0%
CAT vs RF
+89.8%
+236.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -13.3% | +8.1% | -21.4% | -17.0% |
| 6M | +11.6% | +11.5% | +0.1% | +5.1% |
| YTD | +42.9% | +15.6% | +27.4% | +31.9% |
| 1Y | +95.4% | +15.7% | +79.8% | +79.7% |
| 3Y | +196.6% | +86.9% | +109.7% | +112.6% |
| All | +326.0% | +89.8% | +236.2% | +181.0% |
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