+6.5%
CAT vs TER
+46.6%
-40.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +9.3% | +24.0% | -14.7% | 0.0% |
| 30D | -21.5% | -30.6% | +9.2% | -10.0% |
| 3M | -29.1% | -34.5% | +5.4% | -17.7% |
| 6M | -33.4% | -26.4% | -7.0% | -27.8% |
| YTD | +6.6% | +36.4% | -29.9% | -15.8% |
| 1Y | +6.5% | +47.4% | -40.9% | -18.0% |
| All | +6.5% | +46.6% | -40.1% | -18.0% |
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 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