+1,110.7%
CAT vs TER
+1,677.3%
-566.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -0.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.6% | -8.3% | +1.7% | -4.1% |
| 3M | -13.3% | -12.2% | -1.1% | -11.2% |
| 6M | +11.6% | +17.1% | -5.5% | +2.5% |
| YTD | +42.9% | +84.7% | -41.7% | +13.3% |
| 1Y | +95.4% | +199.9% | -104.5% | +32.5% |
| 3Y | +196.6% | +232.8% | -36.2% | +84.3% |
| 5Y | +321.7% | +198.6% | +123.1% | +156.4% |
| All | +1,110.7% | +1,677.3% | -566.6% | +250.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling