+10.1%
IBM vs CAT
-38.6%
+48.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.7% |
| 7D | -5.0% | -10.3% | +5.3% | -6.9% |
| 30D | +11.1% | -31.2% | +42.3% | +3.1% |
| 3M | +5.7% | -34.7% | +40.4% | -3.0% |
| 6M | +10.1% | -39.5% | +49.6% | -1.0% |
| All | +10.1% | -38.6% | +48.7% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling