+914.9%
CAT vs RUN
-25.4%
+940.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.4% | +9.6% | +7.5% |
| 7D | -2.4% | +18.1% | -20.5% | -4.3% |
| 30D | -25.0% | +27.5% | -52.5% | -27.3% |
| 3M | -28.7% | -4.5% | -24.2% | -28.8% |
| 6M | -33.0% | -33.3% | +0.3% | -30.7% |
| YTD | +5.4% | -47.1% | +52.5% | +9.8% |
| 1Y | +7.3% | -43.1% | +50.4% | +10.6% |
| 3Y | +166.0% | -3.0% | +169.0% | +128.3% |
| 5Y | +210.1% | -82.6% | +292.7% | +206.4% |
| 10Y | +712.5% | +103.3% | +609.2% | +434.1% |
| All | +914.9% | -25.4% | +940.4% | +584.6% |
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 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