+846.7%
CAT vs RUN
-23.6%
+870.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -10.3% | +33.4% | -43.7% | -13.3% |
| 30D | -31.2% | +31.1% | -62.3% | -33.5% |
| 3M | -34.7% | +6.4% | -41.1% | -35.5% |
| 6M | -39.5% | -22.2% | -17.3% | -38.5% |
| YTD | -1.7% | -45.8% | +44.1% | +2.2% |
| 1Y | -1.1% | -51.1% | +50.0% | +3.5% |
| 3Y | +143.9% | -3.0% | +146.9% | +109.3% |
| 5Y | +194.8% | -82.2% | +277.0% | +190.7% |
| 10Y | +739.8% | +111.9% | +627.9% | +449.8% |
| All | +846.7% | -23.6% | +870.3% | +537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling