+147.5%
IBM vs CAT
+214.1%
-66.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.3% | +9.3% | -9.6% | -1.7% |
| 30D | +6.8% | -21.5% | +28.2% | +10.5% |
| 3M | +4.4% | -29.1% | +33.5% | +9.6% |
| 6M | +13.2% | -33.4% | +46.5% | +18.8% |
| YTD | -15.1% | +6.6% | -21.7% | -21.2% |
| 1Y | -20.2% | +6.5% | -26.7% | -26.0% |
| 3Y | +79.3% | +162.7% | -83.4% | +28.1% |
| 5Y | +147.5% | +214.2% | -66.8% | +65.2% |
| All | +147.5% | +214.1% | -66.6% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling