+25,808.1%
CAT vs TRV
+6,617.1%
+19,191.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.3% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | -6.6% | -3.4% | -3.1% | -5.3% |
| 3M | -13.3% | +26.4% | -39.7% | -22.5% |
| 6M | +11.6% | +19.3% | -7.7% | +2.3% |
| YTD | +42.9% | +28.3% | +14.6% | +26.6% |
| 1Y | +95.4% | +34.3% | +61.2% | +69.1% |
| 3Y | +196.6% | +140.1% | +56.5% | +94.6% |
| 5Y | +321.7% | +155.7% | +165.9% | +167.9% |
| 10Y | +1,140.8% | +285.5% | +855.2% | +544.2% |
| All | +25,808.1% | +6,617.1% | +19,191.0% | +4,454.4% |
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