+747.1%
CAT vs TRU
+243.5%
+503.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -10.3% | +5.7% | -16.0% | -11.9% |
| 30D | -31.2% | +29.2% | -60.4% | -36.9% |
| 3M | -34.7% | +2.7% | -37.3% | -36.1% |
| 6M | -39.5% | +15.2% | -54.7% | -43.8% |
| YTD | -1.7% | -4.9% | +3.2% | -4.0% |
| 1Y | -1.1% | +3.4% | -4.5% | -6.4% |
| 3Y | +143.9% | +63.2% | +80.7% | +88.5% |
| 5Y | +194.8% | -26.6% | +221.4% | +196.1% |
| 10Y | +739.8% | +172.8% | +567.0% | +423.5% |
| All | +747.1% | +243.5% | +503.6% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling