+65.3%
T vs CAT
+1,126.6%
-1,061.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -1.5% | +5.6% | -7.1% | -2.6% |
| 30D | +7.6% | -2.3% | +9.9% | +8.0% |
| 3M | +15.3% | -10.0% | +25.3% | +16.7% |
| 6M | -8.5% | +21.2% | -29.7% | -14.2% |
| YTD | +6.8% | +44.4% | -37.7% | -4.5% |
| 1Y | -7.2% | +96.3% | -103.5% | -24.0% |
| 3Y | +108.2% | +203.9% | -95.7% | +46.6% |
| 5Y | +66.1% | +333.5% | -267.4% | +1.1% |
| 10Y | +65.3% | +1,126.0% | -1,060.7% | -28.0% |
| All | +65.3% | +1,126.6% | -1,061.3% | -28.0% |
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