+203.9%
CAT vs TRU
-1.9%
+205.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.5% |
| 7D | +5.6% | -7.2% | +12.8% | +6.9% |
| 30D | -2.3% | -2.8% | +0.5% | -2.0% |
| 3M | -10.0% | +13.0% | -23.0% | -13.2% |
| 6M | +21.2% | +0.7% | +20.6% | +19.6% |
| YTD | +44.4% | -9.0% | +53.4% | +45.4% |
| 1Y | +96.3% | -16.3% | +112.6% | +101.4% |
| 3Y | +203.9% | -1.1% | +205.0% | +210.4% |
| All | +203.9% | -1.9% | +205.8% | +210.4% |
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 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