-13.3%
IBM vs CAT
+5.5%
-18.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.3% |
| 7D | +0.4% | -17.1% | +17.5% | -0.9% |
| 30D | +14.8% | -30.1% | +44.9% | +12.0% |
| 3M | +8.9% | -32.4% | +41.3% | +6.1% |
| 6M | +12.4% | -32.1% | +44.6% | +7.9% |
| YTD | -12.4% | +4.1% | -16.5% | -25.0% |
| 1Y | -13.3% | +8.9% | -22.2% | -28.9% |
| All | -13.3% | +5.5% | -18.8% | -28.9% |
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 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