+207.3%
CAT vs TER
+74.7%
+132.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -6.3% | -8.9% | +2.6% | -3.6% |
| 30D | -26.8% | -39.1% | +12.3% | -14.1% |
| 3M | -30.0% | -32.8% | +2.7% | -21.1% |
| 6M | -34.6% | -31.7% | -2.8% | -27.8% |
| YTD | +2.9% | +26.9% | -24.0% | -8.1% |
| 1Y | +3.3% | +33.6% | -30.3% | -9.3% |
| 3Y | +153.7% | +181.5% | -27.8% | +68.6% |
| 5Y | +207.3% | +76.1% | +131.2% | +109.1% |
| All | +207.3% | +74.7% | +132.6% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling