+207.3%
CAT vs S
-67.7%
+275.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.4% |
| 30D | -26.8% | -10.8% | -16.0% | -26.3% |
| 3M | -30.0% | +5.4% | -35.4% | -30.4% |
| 6M | -34.6% | +41.2% | -75.8% | -36.4% |
| YTD | +2.9% | +56.2% | -53.3% | -1.1% |
| 1Y | +3.3% | +36.3% | -33.0% | +0.2% |
| 3Y | +153.7% | +49.4% | +104.3% | +144.8% |
| 5Y | +207.3% | -66.9% | +274.2% | +208.3% |
| All | +207.3% | -67.7% | +275.0% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling