+1,096.8%
CAT vs USFR
+27.5%
+1,069.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -6.6% | +0.3% | -6.9% | -6.6% |
| 3M | -13.3% | +1.0% | -14.3% | -13.5% |
| 6M | +11.6% | +1.9% | +9.7% | +11.0% |
| YTD | +42.9% | +2.6% | +40.3% | +41.9% |
| 1Y | +95.4% | +4.0% | +91.4% | +93.2% |
| 3Y | +196.6% | +14.1% | +182.5% | +184.8% |
| 5Y | +321.7% | +20.4% | +301.2% | +297.7% |
| 10Y | +1,140.8% | +28.0% | +1,112.8% | +1,059.9% |
| All | +1,096.8% | +27.5% | +1,069.3% | +1,007.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling