-1.1%
CAT vs TER
+16.5%
-17.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.1% |
| 7D | -10.3% | -20.5% | +10.2% | -2.0% |
| 30D | -31.2% | -47.0% | +15.8% | -12.1% |
| 3M | -34.7% | -43.3% | +8.6% | -19.5% |
| 6M | -39.5% | -42.9% | +3.4% | -27.3% |
| YTD | -1.7% | +12.9% | -14.5% | -15.5% |
| 1Y | -1.1% | +18.2% | -19.3% | -16.3% |
| All | -1.1% | +16.5% | -17.6% | -16.3% |
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