+148.2%
CAT vs TRU
+58.9%
+89.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -10.3% | +5.7% | -16.0% | -11.2% |
| 30D | -31.2% | +29.2% | -60.4% | -34.7% |
| 3M | -34.7% | +2.7% | -37.3% | -35.4% |
| 6M | -39.5% | +15.2% | -54.7% | -42.4% |
| YTD | -1.7% | -4.9% | +3.2% | -2.0% |
| 1Y | -1.1% | +3.4% | -4.5% | -4.3% |
| All | +148.2% | +58.9% | +89.2% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling