+220.8%
SOXX vs CAT
+195.1%
+25.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.6% |
| 30D | -3.1% | -4.5% | +1.4% | +0.5% |
| 3M | -4.4% | -5.8% | +1.4% | +1.4% |
| 6M | +52.9% | +12.7% | +40.1% | +42.6% |
| YTD | +72.0% | +41.4% | +30.6% | +36.0% |
| 1Y | +105.1% | +92.1% | +13.0% | +28.6% |
| All | +220.8% | +195.1% | +25.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling