+1,134.9%
CAT vs TPR
+321.0%
+813.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.5% |
| 30D | -6.6% | -23.0% | +16.4% | +0.6% |
| 3M | -13.3% | -12.5% | -0.8% | -10.7% |
| 6M | +11.6% | -21.4% | +33.0% | +18.7% |
| YTD | +42.9% | -3.5% | +46.5% | +42.0% |
| 1Y | +95.4% | +17.4% | +78.1% | +81.5% |
| 3Y | +196.6% | +291.3% | -94.7% | +80.0% |
| 5Y | +321.7% | +241.9% | +79.7% | +156.3% |
| All | +1,134.9% | +321.0% | +813.9% | +525.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling