+0.8%
META vs CAT
+5.5%
-4.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.7% | +1.9% |
| 7D | +2.9% | -17.1% | +20.0% | +4.5% |
| 30D | -15.1% | -30.1% | +15.0% | -12.5% |
| 3M | +7.2% | -32.4% | +39.6% | +10.9% |
| 6M | +3.4% | -32.1% | +35.5% | +4.7% |
| YTD | -4.3% | +4.1% | -8.4% | -14.5% |
| 1Y | +0.8% | +8.9% | -8.1% | -11.6% |
| All | +0.8% | +5.5% | -4.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling