+695.3%
CAT vs USFR
+28.5%
+666.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | -21.5% | +0.4% | -21.9% | -21.8% |
| 3M | -29.1% | +1.0% | -30.1% | -29.8% |
| 6M | -33.4% | +2.0% | -35.4% | -34.7% |
| YTD | +6.6% | +3.4% | +3.1% | +2.8% |
| 1Y | +6.5% | +4.1% | +2.4% | +2.0% |
| 3Y | +162.7% | +14.4% | +148.3% | +122.6% |
| 5Y | +214.2% | +21.4% | +192.8% | +143.5% |
| All | +695.3% | +28.5% | +666.8% | +488.7% |
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