+674.0%
CAT vs TAP
-48.8%
+722.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.3% | -4.5% | -1.8% | -5.0% |
| 30D | -26.8% | +7.5% | -34.3% | -29.0% |
| 3M | -30.0% | -4.9% | -25.2% | -29.6% |
| 6M | -34.6% | -3.5% | -31.1% | -35.1% |
| YTD | +2.9% | -11.4% | +14.3% | +4.6% |
| 1Y | +3.3% | -10.8% | +14.1% | +4.4% |
| 3Y | +153.7% | -24.5% | +178.2% | +168.6% |
| 5Y | +207.3% | +2.5% | +204.8% | +178.3% |
| 10Y | +674.0% | -47.6% | +721.6% | +636.7% |
| All | +674.0% | -48.8% | +722.9% | +636.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling