+95.4%
CAT vs TER
+203.7%
-108.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | -0.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -6.6% | -8.3% | +1.8% | -3.6% |
| 3M | -13.3% | -12.2% | -1.0% | -10.8% |
| 6M | +11.6% | +17.0% | -5.4% | -0.9% |
| YTD | +42.9% | +84.6% | -41.7% | +4.6% |
| 1Y | +95.4% | +199.8% | -104.4% | +24.3% |
| All | +95.4% | +203.7% | -108.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling