+425.7%
META vs CAT
+725.4%
-299.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.2% | -2.1% | +2.8% |
| 7D | +5.7% | -2.4% | +8.1% | +6.4% |
| 30D | -10.8% | -25.0% | +14.3% | -2.5% |
| 3M | +8.4% | -28.7% | +37.1% | +20.0% |
| 6M | +5.4% | -33.0% | +38.4% | +17.3% |
| YTD | -2.6% | +5.4% | -8.0% | -8.8% |
| 1Y | +3.5% | +7.3% | -3.7% | -3.9% |
| 3Y | +102.0% | +166.0% | -64.0% | +33.9% |
| 5Y | +93.1% | +210.1% | -117.0% | +18.4% |
| 10Y | +425.7% | +712.5% | -286.9% | +139.0% |
| All | +425.7% | +725.4% | -299.7% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling