+19,212.2%
CAT vs TRV
+7,257.4%
+11,954.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +9.3% | +0.1% | +9.3% | +9.2% |
| 30D | -21.5% | +8.0% | -29.5% | -24.3% |
| 3M | -29.1% | +9.3% | -38.4% | -32.1% |
| 6M | -33.4% | +36.2% | -69.6% | -42.5% |
| YTD | +6.6% | +40.6% | -34.0% | -9.6% |
| 1Y | +6.5% | +43.1% | -36.5% | -10.4% |
| 3Y | +162.7% | +149.6% | +13.1% | +69.3% |
| 5Y | +214.2% | +181.6% | +32.6% | +90.8% |
| 10Y | +705.2% | +352.5% | +352.7% | +289.4% |
| All | +19,212.2% | +7,257.4% | +11,954.7% | +3,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling