+9.3%
CAT vs RUN
-55.1%
+64.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +7.4% | -13.5% | +21.0% | +9.4% |
| 30D | -19.7% | +18.3% | -38.0% | -22.3% |
| 3M | -29.6% | -12.5% | -17.1% | -28.6% |
| 6M | -33.2% | -40.3% | +7.1% | -28.7% |
| YTD | +5.7% | -53.1% | +58.8% | +10.2% |
| 1Y | +9.3% | -54.3% | +63.6% | +14.1% |
| All | +9.3% | -55.1% | +64.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling