+8.9%
CAT vs TRU
+2.1%
+6.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.8% | -4.6% |
| 7D | -17.1% | +10.5% | -27.6% | -16.0% |
| 30D | -30.1% | +28.7% | -58.8% | -28.2% |
| 3M | -32.4% | +0.7% | -33.0% | -32.1% |
| 6M | -32.1% | +19.3% | -51.5% | -31.4% |
| YTD | +4.1% | -3.7% | +7.8% | +6.5% |
| 1Y | +8.9% | +3.4% | +5.5% | +10.5% |
| All | +8.9% | +2.1% | +6.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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