+158.3%
CAT vs RUN
-7.3%
+165.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +7.4% | -13.5% | +21.0% | +8.6% |
| 30D | -19.7% | +18.3% | -38.0% | -21.1% |
| 3M | -29.6% | -12.5% | -17.1% | -29.2% |
| 6M | -33.2% | -40.3% | +7.1% | -30.9% |
| YTD | +5.7% | -53.1% | +58.8% | +9.7% |
| 1Y | +9.3% | -54.3% | +63.6% | +13.6% |
| 3Y | +158.3% | -6.5% | +164.8% | +126.6% |
| All | +158.3% | -7.3% | +165.6% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling