+62.5%
T vs CAT
+703.2%
-640.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.6% | +9.3% | -7.7% | -0.1% |
| 30D | -2.9% | -21.5% | +18.6% | +1.4% |
| 3M | -7.5% | -29.1% | +21.6% | -1.6% |
| 6M | -9.9% | -33.4% | +23.5% | -3.9% |
| YTD | -6.4% | +6.6% | -13.0% | -11.7% |
| 1Y | -9.4% | +6.5% | -15.9% | -14.7% |
| 3Y | +64.9% | +162.7% | -97.8% | +16.7% |
| 5Y | +57.0% | +214.2% | -157.3% | +1.4% |
| All | +62.5% | +703.2% | -640.7% | -21.5% |
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 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