+1,157.1%
CAT vs RUN
+43.6%
+1,113.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | -2.6% | -10.8% | +8.2% | -1.5% |
| 3M | -10.7% | -30.2% | +19.5% | -7.3% |
| 6M | +16.1% | -22.3% | +38.5% | +18.6% |
| YTD | +43.2% | -52.2% | +95.4% | +51.9% |
| 1Y | +96.8% | -45.1% | +141.9% | +104.3% |
| 3Y | +201.4% | -37.1% | +238.5% | +169.6% |
| 5Y | +332.7% | -80.3% | +412.9% | +320.5% |
| 10Y | +1,157.1% | +45.2% | +1,111.9% | +661.0% |
| All | +1,157.1% | +43.6% | +1,113.6% | +661.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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