+1,126.0%
CAT vs USFR
+28.1%
+1,098.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -2.3% | +0.3% | -2.7% | -2.6% |
| 3M | -10.0% | +1.0% | -11.0% | -10.8% |
| 6M | +21.2% | +1.9% | +19.3% | +19.0% |
| YTD | +44.4% | +2.7% | +41.8% | +40.6% |
| 1Y | +96.3% | +4.0% | +92.3% | +88.0% |
| 3Y | +203.9% | +14.0% | +189.9% | +159.2% |
| 5Y | +333.5% | +20.4% | +313.1% | +241.2% |
| 10Y | +1,126.0% | +28.1% | +1,098.0% | +828.5% |
| All | +1,126.0% | +28.1% | +1,098.0% | +828.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling