+8.9%
CAT vs S
+36.5%
-27.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.9% | -5.2% |
| 7D | -17.1% | -8.2% | -8.9% | -17.4% |
| 30D | -30.1% | -7.6% | -22.5% | -30.3% |
| 3M | -32.4% | +12.0% | -44.3% | -31.3% |
| 6M | -32.1% | +50.6% | -82.7% | -29.4% |
| YTD | +4.1% | +56.6% | -52.5% | +7.9% |
| 1Y | +8.9% | +39.2% | -30.3% | +13.6% |
| All | +8.9% | +36.5% | -27.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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