+2,521.8%
IBM vs CAT
+18,031.7%
-15,509.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -5.0% | -10.3% | +5.3% | -2.0% |
| 30D | +11.1% | -31.2% | +42.3% | +23.5% |
| 3M | +5.7% | -34.7% | +40.4% | +18.9% |
| 6M | +10.1% | -39.5% | +49.6% | +24.8% |
| YTD | -15.6% | -1.7% | -13.9% | -18.7% |
| 1Y | -19.5% | -1.1% | -18.4% | -22.7% |
| 3Y | +80.4% | +143.9% | -63.5% | +27.7% |
| 5Y | +140.0% | +194.8% | -54.8% | +55.9% |
| 10Y | +155.0% | +739.8% | -584.8% | +16.5% |
| All | +2,521.8% | +18,031.7% | -15,509.9% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling