+5.8%
CAT vs S
+38.4%
-32.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.0% | -0.8% | +7.2% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | -25.0% | -10.5% | -14.5% | -25.5% |
| 3M | -28.7% | +9.9% | -38.6% | -27.8% |
| 6M | -33.0% | +41.8% | -74.8% | -30.6% |
| YTD | +5.4% | +56.8% | -51.4% | +9.0% |
| All | +5.8% | +38.4% | -32.6% | +10.4% |
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