+1,157.1%
CAT vs TRI
+190.6%
+966.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.5% |
| 7D | +2.9% | -8.4% | +11.3% | +4.4% |
| 30D | -2.6% | -6.5% | +3.8% | -1.8% |
| 3M | -10.7% | +18.6% | -29.3% | -15.4% |
| 6M | +16.1% | -10.4% | +26.6% | +17.8% |
| YTD | +43.2% | -23.7% | +66.9% | +52.9% |
| 1Y | +96.8% | -42.5% | +139.3% | +134.8% |
| 3Y | +201.4% | -19.3% | +220.6% | +198.9% |
| 5Y | +332.7% | -9.7% | +342.3% | +299.4% |
| 10Y | +1,157.1% | +194.4% | +962.7% | +581.7% |
| All | +1,157.1% | +190.6% | +966.5% | +581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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