+333.5%
CAT vs TRV
+156.0%
+177.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +5.6% | +0.5% | +5.1% | +5.4% |
| 30D | -2.3% | -4.9% | +2.5% | -0.7% |
| 3M | -10.0% | +23.7% | -33.8% | -17.8% |
| 6M | +21.2% | +20.3% | +0.9% | +11.8% |
| YTD | +44.4% | +27.1% | +17.4% | +29.9% |
| 1Y | +96.3% | +35.3% | +61.0% | +71.1% |
| 3Y | +203.9% | +139.8% | +64.1% | +90.6% |
| 5Y | +333.5% | +153.9% | +179.6% | +155.1% |
| All | +333.5% | +156.0% | +177.5% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling