+17,564.5%
CAT vs TER
+8,410.9%
+9,153.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -2.9% |
| 7D | -14.5% | -28.2% | +13.7% | -8.0% |
| 30D | -35.7% | -50.6% | +14.8% | -24.8% |
| 3M | -36.3% | -45.3% | +9.1% | -27.5% |
| 6M | -38.5% | -40.4% | +1.8% | -32.1% |
| YTD | -2.5% | +10.0% | -12.6% | -6.7% |
| 1Y | -1.9% | +13.6% | -15.5% | -6.8% |
| 3Y | +139.2% | +145.2% | -6.0% | +86.2% |
| 5Y | +192.1% | +50.4% | +141.8% | +145.2% |
| 10Y | +732.3% | +882.9% | -150.7% | +355.5% |
| All | +17,564.5% | +8,410.9% | +9,153.6% | +5,052.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling