+11.8%
CRM vs CAT
+200.0%
-188.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.8% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | +28.1% | -4.3% | +32.5% | +28.5% |
| 3M | +48.8% | -8.6% | +57.5% | +48.2% |
| 6M | +28.3% | +16.1% | +12.1% | +19.2% |
| YTD | -6.0% | +43.8% | -49.8% | -20.0% |
| 1Y | +1.4% | +91.5% | -90.0% | -24.5% |
| 3Y | +11.8% | +202.7% | -190.9% | -33.0% |
| All | +11.8% | +200.0% | -188.2% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling