+1,131.3%
CAT vs TRU
+238.0%
+893.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.7% | +3.6% |
| 7D | +1.7% | -6.8% | +8.5% | +3.8% |
| 30D | -6.6% | 0.0% | -6.6% | -6.9% |
| 3M | -13.3% | +13.3% | -26.6% | -18.0% |
| 6M | +11.6% | +3.4% | +8.2% | +8.0% |
| YTD | +42.9% | -6.4% | +49.3% | +41.7% |
| 1Y | +95.4% | -9.7% | +105.1% | +94.6% |
| 3Y | +196.6% | +0.1% | +196.4% | +173.0% |
| 5Y | +321.7% | -34.0% | +355.7% | +346.7% |
| 10Y | +1,140.8% | +147.9% | +992.9% | +705.9% |
| All | +1,131.3% | +238.0% | +893.3% | +635.8% |
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