-39.5%
CAT vs S
+39.0%
-78.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | -10.3% | -13.4% | +3.1% | -10.5% |
| 30D | -31.2% | -14.0% | -17.2% | -31.4% |
| 3M | -34.7% | +4.9% | -39.5% | -33.0% |
| 6M | -39.5% | +42.0% | -81.5% | -34.1% |
| All | -39.5% | +39.0% | -78.5% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling