-10.0%
CRM vs CAT
+5.5%
-15.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +0.4% |
| 7D | -6.2% | -17.1% | +10.9% | -12.0% |
| 30D | -1.2% | -30.1% | +29.0% | -13.0% |
| 3M | +19.1% | -32.4% | +51.5% | +4.2% |
| 6M | +23.0% | -32.1% | +55.1% | +8.4% |
| YTD | -13.7% | +4.1% | -17.8% | -20.4% |
| 1Y | -10.0% | +8.9% | -18.9% | -18.7% |
| All | -10.0% | +5.5% | -15.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling