+80.4%
IBM vs CAT
+140.6%
-60.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -5.0% | -10.3% | +5.3% | -4.0% |
| 30D | +11.1% | -31.2% | +42.3% | +15.0% |
| 3M | +5.7% | -34.7% | +40.4% | +9.9% |
| 6M | +10.1% | -39.5% | +49.6% | +14.5% |
| YTD | -15.6% | -1.7% | -13.9% | -22.5% |
| 1Y | -19.5% | -1.1% | -18.4% | -26.3% |
| 3Y | +80.4% | +143.9% | -63.5% | +23.8% |
| All | +80.4% | +140.6% | -60.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling