-1.1%
CAT vs TPR
+42.2%
-43.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -10.3% | +14.2% | -24.5% | -12.6% |
| 30D | -31.2% | +17.1% | -48.3% | -33.4% |
| 3M | -34.7% | -17.7% | -16.9% | -31.1% |
| 6M | -39.5% | -10.2% | -29.3% | -38.3% |
| YTD | -1.7% | +4.9% | -6.6% | -2.7% |
| 1Y | -1.1% | +36.1% | -37.3% | -6.4% |
| All | -1.1% | +42.2% | -43.3% | -6.4% |
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