-4.5%
META vs CAT
+1.2%
-5.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -3.3% |
| 7D | -3.1% | -14.5% | +11.4% | -1.8% |
| 30D | -18.1% | -35.7% | +17.6% | -15.0% |
| 3M | +2.9% | -36.3% | +39.1% | +6.8% |
| 6M | +0.2% | -38.5% | +38.7% | +2.7% |
| YTD | -8.1% | -2.5% | -5.6% | -17.2% |
| 1Y | -4.5% | -1.9% | -2.6% | -14.7% |
| All | -4.5% | +1.2% | -5.7% | -14.7% |
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