+207.3%
CAT vs TPR
+268.5%
-61.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.3% | +12.1% | -18.4% | -9.4% |
| 30D | -26.8% | +16.7% | -43.5% | -30.2% |
| 3M | -30.0% | -17.4% | -12.7% | -26.8% |
| 6M | -34.6% | +2.3% | -36.9% | -36.2% |
| YTD | +2.9% | +7.1% | -4.2% | -1.3% |
| 1Y | +3.3% | +29.5% | -26.2% | -6.5% |
| 3Y | +153.7% | +415.0% | -261.4% | +44.9% |
| 5Y | +207.3% | +261.5% | -54.2% | +89.6% |
| All | +207.3% | +268.5% | -61.2% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling