+786.4%
CAT vs TRU
+247.6%
+538.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -6.3% | +4.6% | -10.9% | -7.6% |
| 30D | -26.8% | +25.4% | -52.2% | -32.2% |
| 3M | -30.0% | +4.0% | -34.0% | -31.8% |
| 6M | -34.6% | +14.5% | -49.0% | -39.1% |
| YTD | +2.9% | -3.7% | +6.6% | +0.2% |
| 1Y | +3.3% | +2.8% | +0.5% | -1.9% |
| 3Y | +153.7% | +58.5% | +95.2% | +98.5% |
| 5Y | +207.3% | -25.0% | +232.3% | +206.5% |
| 10Y | +674.0% | +186.0% | +488.0% | +376.8% |
| All | +786.4% | +247.6% | +538.8% | +420.1% |
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