+8.9%
CAT vs TRV
+54.4%
-45.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -4.4% |
| 7D | -17.1% | +3.9% | -21.0% | -16.3% |
| 30D | -30.1% | +13.5% | -43.6% | -28.2% |
| 3M | -32.4% | +8.9% | -41.3% | -31.0% |
| 6M | -32.1% | +36.8% | -68.9% | -27.6% |
| YTD | +4.1% | +42.7% | -38.6% | +11.0% |
| 1Y | +8.9% | +49.9% | -40.9% | +19.1% |
| All | +8.9% | +54.4% | -45.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling