+9.3%
CAT vs TER
+41.9%
-32.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | +1.3% |
| 7D | +7.4% | +14.4% | -6.9% | +1.5% |
| 30D | -19.7% | -30.6% | +10.9% | -8.0% |
| 3M | -29.6% | -39.2% | +9.6% | -15.9% |
| 6M | -33.2% | -31.3% | -1.9% | -25.6% |
| YTD | +5.7% | +29.1% | -23.4% | -14.0% |
| 1Y | +9.3% | +47.4% | -38.1% | -15.6% |
| All | +9.3% | +41.9% | -32.5% | -15.6% |
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