+143.9%
CAT vs TE
-36.2%
+180.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.6% |
| 7D | -10.3% | -12.6% | +2.3% | -9.3% |
| 30D | -31.2% | -36.7% | +5.5% | -28.7% |
| 3M | -34.7% | -57.5% | +22.8% | -30.4% |
| 6M | -39.5% | -55.2% | +15.7% | -36.4% |
| YTD | -1.7% | -64.7% | +63.0% | +3.7% |
| 1Y | -1.1% | -35.9% | +34.7% | -1.0% |
| 3Y | +143.9% | -31.8% | +175.6% | +111.4% |
| All | +143.9% | -36.2% | +180.1% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling