+7.1%
CRM vs CAT
+97.5%
-90.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -1.4% |
| 7D | +1.3% | +1.7% | -0.4% | +1.8% |
| 30D | +34.3% | -6.6% | +40.9% | +31.9% |
| 3M | +37.7% | -13.3% | +51.0% | +33.0% |
| 6M | +34.9% | +11.6% | +23.3% | +36.6% |
| YTD | -1.6% | +42.9% | -44.6% | -1.1% |
| 1Y | +7.1% | +95.4% | -88.3% | -0.8% |
| All | +7.1% | +97.5% | -90.4% | -0.8% |
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