+183.3%
CAT vs S
-67.4%
+250.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -10.3% | -13.4% | +3.1% | -9.5% |
| 30D | -31.2% | -14.0% | -17.2% | -30.6% |
| 3M | -34.7% | +4.9% | -39.5% | -35.0% |
| 6M | -39.5% | +42.0% | -81.5% | -41.2% |
| YTD | -1.7% | +45.1% | -46.8% | -5.0% |
| 1Y | -1.1% | +33.1% | -34.2% | -3.9% |
| 3Y | +143.9% | +40.6% | +103.2% | +136.5% |
| All | +183.3% | -67.4% | +250.7% | +182.4% |
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 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