+462.9%
META vs CAT
+696.4%
-233.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +5.2% | +7.4% | -2.3% | +2.7% |
| 30D | -13.0% | -19.7% | +6.7% | -7.1% |
| 3M | +7.9% | -29.6% | +37.5% | +19.9% |
| 6M | +4.2% | -33.2% | +37.4% | +16.2% |
| YTD | -2.5% | +5.7% | -8.2% | -8.9% |
| 1Y | +5.6% | +9.3% | -3.8% | -2.7% |
| 3Y | +96.8% | +158.3% | -61.5% | +31.5% |
| 5Y | +90.0% | +211.6% | -121.5% | +16.0% |
| All | +462.9% | +696.4% | -233.5% | +147.4% |
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 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