+326.0%
CAT vs USFR
+20.4%
+305.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +1.7% | +0.1% | +1.7% | +1.9% |
| 30D | -6.6% | +0.3% | -6.9% | -5.5% |
| 3M | -13.3% | +1.0% | -14.3% | -10.1% |
| 6M | +11.6% | +1.9% | +9.7% | +18.7% |
| YTD | +42.9% | +2.6% | +40.3% | +54.1% |
| 1Y | +95.4% | +4.0% | +91.4% | +115.7% |
| 3Y | +196.6% | +14.1% | +182.5% | +280.9% |
| All | +326.0% | +20.4% | +305.6% | +508.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling