+95.4%
CAT vs TPR
+18.2%
+77.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | -2.7% | +4.4% | +2.4% |
| 30D | -6.6% | -23.3% | +16.7% | -0.3% |
| 3M | -13.3% | -12.8% | -0.5% | -11.7% |
| 6M | +11.6% | -21.7% | +33.3% | +16.8% |
| YTD | +42.9% | -3.9% | +46.8% | +42.6% |
| 1Y | +95.4% | +16.9% | +78.5% | +85.3% |
| All | +95.4% | +18.2% | +77.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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