+1,157.1%
CAT vs TRU
+146.7%
+1,010.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | +2.9% | -6.5% | +9.4% | +4.9% |
| 30D | -2.6% | -2.5% | -0.1% | -2.2% |
| 3M | -10.7% | +10.4% | -21.0% | -14.8% |
| 6M | +16.1% | +1.6% | +14.5% | +13.0% |
| YTD | +43.2% | -9.7% | +52.9% | +43.6% |
| 1Y | +96.8% | -17.3% | +114.1% | +102.1% |
| 3Y | +201.4% | -1.8% | +203.2% | +178.7% |
| 5Y | +332.7% | -36.2% | +368.9% | +367.2% |
| 10Y | +1,157.1% | +143.2% | +1,013.9% | +816.4% |
| All | +1,157.1% | +146.7% | +1,010.4% | +816.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling