-3.9%
CRM vs CAT
+323.6%
-327.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -8.1% | +0.6% | -8.7% | -8.2% |
| 30D | +23.1% | -4.5% | +27.6% | +23.8% |
| 3M | +42.5% | -5.8% | +48.3% | +41.5% |
| 6M | +25.3% | +12.7% | +12.6% | +16.4% |
| YTD | -7.8% | +41.4% | -49.2% | -21.7% |
| 1Y | +1.0% | +92.1% | -91.0% | -24.4% |
| 3Y | +10.0% | +197.5% | -187.5% | -31.6% |
| 5Y | -3.9% | +327.9% | -331.8% | -48.7% |
| All | -3.9% | +323.6% | -327.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling