+712.5%
CAT vs USFR
+28.5%
+684.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -25.0% | +0.4% | -25.4% | -25.3% |
| 3M | -28.7% | +1.1% | -29.8% | -29.4% |
| 6M | -33.0% | +2.0% | -35.0% | -34.3% |
| YTD | +5.4% | +3.4% | +2.0% | +1.8% |
| 1Y | +7.3% | +4.1% | +3.2% | +2.7% |
| 3Y | +166.0% | +14.3% | +151.7% | +125.7% |
| 5Y | +210.1% | +21.3% | +188.8% | +140.7% |
| 10Y | +712.5% | +28.5% | +684.0% | +503.4% |
| All | +712.5% | +28.5% | +684.0% | +503.4% |
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