+5,760.6%
CRM vs CAT
+3,552.3%
+2,208.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.2% |
| 7D | -4.4% | +0.6% | -5.0% | -4.7% |
| 30D | +28.1% | -4.3% | +32.5% | +30.2% |
| 3M | +48.8% | -8.6% | +57.5% | +50.9% |
| 6M | +28.3% | +16.1% | +12.1% | +12.7% |
| YTD | -6.0% | +43.8% | -49.8% | -27.0% |
| 1Y | +1.4% | +91.5% | -90.0% | -32.8% |
| 3Y | +11.8% | +202.7% | -190.9% | -43.0% |
| 5Y | -2.0% | +335.1% | -337.2% | -60.4% |
| 10Y | +239.6% | +1,161.7% | -922.1% | -33.8% |
| All | +5,760.6% | +3,552.3% | +2,208.3% | +538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling