+26.0%
CRM vs CAT
+24.1%
+1.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.4% |
| 7D | -3.5% | +5.6% | -9.0% | -0.8% |
| 30D | +29.3% | -2.3% | +31.6% | +28.2% |
| 3M | +36.8% | -10.0% | +46.8% | +31.5% |
| All | +26.0% | +24.1% | +1.9% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling