+202.2%
CAT vs S
-48.9%
+251.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.0% | -0.8% | +6.7% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | -25.0% | -10.5% | -14.5% | -24.6% |
| 3M | -28.7% | +9.9% | -38.6% | -29.3% |
| 6M | -33.0% | +41.8% | -74.8% | -34.7% |
| YTD | +5.4% | +56.8% | -51.4% | +1.6% |
| 1Y | +7.3% | +39.0% | -31.7% | +4.2% |
| 3Y | +166.0% | +53.8% | +112.2% | +157.1% |
| 5Y | +210.1% | -68.6% | +278.7% | +206.6% |
| All | +202.2% | -48.9% | +251.1% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling