+54.1%
T vs CAT
+725.4%
-671.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | -0.6% |
| 7D | +1.7% | -2.4% | +4.1% | +2.0% |
| 30D | -1.7% | -25.0% | +23.3% | +3.6% |
| 3M | -7.3% | -28.7% | +21.4% | -1.6% |
| 6M | -11.2% | -33.0% | +21.8% | -5.5% |
| YTD | -8.1% | +5.4% | -13.5% | -13.0% |
| 1Y | -8.0% | +7.3% | -15.3% | -13.5% |
| 3Y | +62.1% | +166.0% | -103.9% | +14.4% |
| 5Y | +55.7% | +210.1% | -154.4% | +1.1% |
| 10Y | +54.1% | +712.5% | -658.4% | -23.9% |
| All | +54.1% | +725.4% | -671.3% | -23.9% |
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