+65.5%
T vs CAT
+163.6%
-98.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.3% |
| 7D | +1.6% | +9.3% | -7.7% | +2.1% |
| 30D | -2.9% | -21.5% | +18.6% | -3.9% |
| 3M | -7.5% | -29.1% | +21.6% | -8.6% |
| 6M | -9.9% | -33.4% | +23.5% | -11.3% |
| YTD | -6.4% | +6.6% | -13.0% | -8.5% |
| 1Y | -9.4% | +6.5% | -15.9% | -11.4% |
| All | +65.5% | +163.6% | -98.1% | +48.6% |
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