+158.3%
CAT vs USFR
+14.4%
+144.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.7% |
| 7D | +7.4% | +0.1% | +7.4% | +8.0% |
| 30D | -19.7% | +0.4% | -20.0% | -17.2% |
| 3M | -29.6% | +1.1% | -30.7% | -22.9% |
| 6M | -33.2% | +2.0% | -35.2% | -19.8% |
| YTD | +5.7% | +3.5% | +2.2% | +38.3% |
| 1Y | +9.3% | +4.1% | +5.3% | +46.6% |
| 3Y | +158.3% | +14.4% | +144.0% | +484.1% |
| All | +158.3% | +14.4% | +144.0% | +484.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling