+143.9%
CAT vs USFR
+14.4%
+129.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.1% |
| 7D | -10.3% | +0.1% | -10.4% | -9.5% |
| 30D | -31.2% | +0.4% | -31.6% | -28.9% |
| 3M | -34.7% | +1.1% | -35.7% | -28.4% |
| 6M | -39.5% | +2.1% | -41.5% | -27.3% |
| YTD | -1.7% | +3.4% | -5.1% | +28.1% |
| 1Y | -1.1% | +4.1% | -5.2% | +32.4% |
| 3Y | +143.9% | +14.4% | +129.5% | +462.3% |
| All | +143.9% | +14.4% | +129.4% | +462.3% |
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