-38.5%
CAT vs TAP
+5.3%
-43.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -7.4% |
| 7D | -14.5% | +7.7% | -22.2% | -10.9% |
| 30D | -35.7% | +14.4% | -50.1% | -30.6% |
| 3M | -36.3% | +2.0% | -38.3% | -35.1% |
| 6M | -38.5% | +2.5% | -41.0% | -35.9% |
| All | -38.5% | +5.3% | -43.9% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling