+1.9%
META vs CAT
+6.0%
-4.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.2% | -2.1% | +4.3% |
| 7D | +5.7% | -2.4% | +8.1% | +5.7% |
| 30D | -10.8% | -25.0% | +14.3% | -8.8% |
| 3M | +8.4% | -28.7% | +37.1% | +11.3% |
| 6M | +5.4% | -33.0% | +38.4% | +6.9% |
| YTD | -2.6% | +5.4% | -8.0% | -12.9% |
| All | +1.9% | +6.0% | -4.1% | -9.8% |
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