+38.4%
LLY vs CAT
-37.4%
+75.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.6% | -5.0% |
| 7D | -0.7% | -14.5% | +13.8% | -3.8% |
| 30D | +17.9% | -35.7% | +53.6% | +8.6% |
| 3M | +16.8% | -36.3% | +53.1% | +7.7% |
| 6M | +38.4% | -38.5% | +77.0% | +25.4% |
| All | +38.4% | -37.4% | +75.8% | +25.4% |
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