+333.5%
CAT vs TRU
-35.2%
+368.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | +5.6% | -7.2% | +12.8% | +7.2% |
| 30D | -2.3% | -2.8% | +0.5% | -2.0% |
| 3M | -10.0% | +13.0% | -23.0% | -13.7% |
| 6M | +21.2% | +0.7% | +20.6% | +19.2% |
| YTD | +44.4% | -9.0% | +53.4% | +45.0% |
| 1Y | +96.3% | -16.3% | +112.6% | +100.8% |
| 3Y | +203.9% | -1.1% | +205.0% | +190.9% |
| 5Y | +333.5% | -36.0% | +369.5% | +361.5% |
| All | +333.5% | -35.2% | +368.7% | +361.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling