+204.5%
CAT vs TRI
-0.5%
+205.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | -1.6% | -4.7% | -6.4% |
| 30D | -26.8% | +5.0% | -31.8% | -26.8% |
| 3M | -30.0% | +4.6% | -34.6% | -29.9% |
| 6M | -34.6% | +18.3% | -52.9% | -34.3% |
| YTD | +2.9% | -14.7% | +17.6% | +10.5% |
| 1Y | +3.3% | -16.7% | +20.0% | +11.6% |
| 3Y | +153.7% | -11.3% | +165.0% | +153.9% |
| All | +204.5% | -0.5% | +205.1% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling