+141.7%
CAT vs TER
+144.0%
-2.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -0.9% |
| 7D | -14.5% | -28.2% | +13.7% | -4.1% |
| 30D | -35.7% | -50.6% | +14.8% | -18.0% |
| 3M | -36.3% | -45.3% | +9.1% | -22.2% |
| 6M | -38.5% | -40.4% | +1.8% | -28.5% |
| YTD | -2.5% | +10.0% | -12.6% | -8.9% |
| 1Y | -1.9% | +13.6% | -15.5% | -9.3% |
| All | +141.7% | +144.0% | -2.3% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling