+158.3%
CAT vs S
+41.6%
+116.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +7.4% | +2.0% | +5.5% | +7.2% |
| 30D | -19.7% | -2.7% | -17.0% | -19.5% |
| 3M | -29.6% | -6.9% | -22.7% | -29.2% |
| 6M | -33.2% | +38.1% | -71.3% | -36.2% |
| YTD | +5.7% | +48.0% | -42.3% | -0.9% |
| 1Y | +9.3% | +34.5% | -25.1% | +4.0% |
| 3Y | +158.3% | +38.3% | +120.0% | +144.4% |
| All | +158.3% | +41.6% | +116.7% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling