+309.8%
CAT vs S
-56.8%
+366.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.7% | -7.7% | +9.4% | +2.2% |
| 30D | -6.6% | -5.3% | -1.2% | -6.4% |
| 3M | -13.3% | +20.3% | -33.6% | -14.5% |
| 6M | +11.6% | +47.4% | -35.8% | +8.1% |
| YTD | +42.9% | +32.5% | +10.4% | +39.3% |
| 1Y | +95.4% | +9.5% | +85.9% | +92.8% |
| 3Y | +196.6% | +15.5% | +181.1% | +190.9% |
| 5Y | +321.7% | -71.2% | +392.9% | +320.6% |
| All | +309.8% | -56.8% | +366.6% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling