+4,344.9%
CAT vs TRI
+584.0%
+3,760.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +9.3% | -7.5% | +16.8% | +12.6% |
| 30D | -21.5% | +3.9% | -25.4% | -24.0% |
| 3M | -29.1% | +7.2% | -36.3% | -33.3% |
| 6M | -33.4% | +27.0% | -60.3% | -44.7% |
| YTD | +6.6% | -14.0% | +20.6% | +3.5% |
| 1Y | +6.5% | -17.7% | +24.2% | +5.8% |
| 3Y | +162.7% | -10.7% | +173.3% | +138.9% |
| 5Y | +214.2% | +0.6% | +213.6% | +162.2% |
| 10Y | +705.2% | +225.3% | +479.9% | +221.1% |
| All | +4,344.9% | +584.0% | +3,760.9% | +866.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling