-7.0%
IBM vs CAT
+96.4%
-103.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.1% |
| 7D | +0.3% | +5.6% | -5.3% | +0.6% |
| 30D | -1.5% | -2.3% | +0.9% | -1.7% |
| 3M | -16.8% | -10.0% | -6.8% | -17.9% |
| 6M | -9.0% | +21.2% | -30.3% | -12.5% |
| YTD | -20.1% | +44.4% | -64.5% | -24.7% |
| 1Y | -7.0% | +96.3% | -103.3% | -8.7% |
| All | -7.0% | +96.4% | -103.4% | -8.7% |
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 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