+700.3%
CAT vs TPR
+378.8%
+321.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.4% |
| 7D | +1.7% | +6.4% | -4.7% | -0.4% |
| 30D | -24.6% | +13.8% | -38.3% | -28.0% |
| 3M | -28.5% | -16.6% | -11.9% | -25.4% |
| 6M | -34.8% | +0.7% | -35.5% | -36.3% |
| YTD | +5.9% | +5.3% | +0.6% | +1.7% |
| 1Y | +6.8% | +32.4% | -25.5% | -4.8% |
| 3Y | +161.1% | +406.4% | -245.3% | +45.2% |
| 5Y | +213.4% | +227.9% | -14.5% | +93.0% |
| 10Y | +700.3% | +371.7% | +328.6% | +299.2% |
| All | +700.3% | +378.8% | +321.5% | +299.2% |
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