+147.3%
IBM vs CAT
+696.4%
-549.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +1.6% | +7.4% | -5.9% | -0.7% |
| 30D | +9.2% | -19.7% | +28.9% | +16.0% |
| 3M | +4.9% | -29.6% | +34.5% | +15.6% |
| 6M | +16.8% | -33.2% | +50.0% | +28.5% |
| YTD | -14.3% | +5.7% | -19.9% | -21.3% |
| 1Y | -16.7% | +9.3% | -26.1% | -24.6% |
| 3Y | +82.2% | +158.3% | -76.1% | +14.2% |
| 5Y | +149.9% | +211.6% | -61.6% | +39.4% |
| All | +147.3% | +696.4% | -549.2% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling