-1.1%
META vs CAT
-1.7%
+0.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -0.8% | -10.3% | +9.5% | +0.2% |
| 30D | -15.4% | -31.2% | +15.8% | -12.7% |
| 3M | +3.5% | -34.7% | +38.2% | +7.3% |
| 6M | -0.3% | -39.5% | +39.2% | +2.6% |
| YTD | -7.3% | -1.7% | -5.7% | -16.5% |
| 1Y | -1.1% | -1.1% | 0.0% | -11.5% |
| All | -1.1% | -1.7% | +0.6% | -11.5% |
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