+57.8%
T vs CAT
+210.5%
-152.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +2.5% | +7.4% | -4.9% | +2.3% |
| 30D | -3.8% | -19.7% | +15.9% | -3.0% |
| 3M | -8.7% | -29.6% | +20.9% | -7.5% |
| 6M | -8.1% | -33.2% | +25.1% | -7.0% |
| YTD | -6.4% | +5.7% | -12.1% | -9.5% |
| 1Y | -9.8% | +9.3% | -19.1% | -13.1% |
| 3Y | +65.5% | +158.3% | -92.8% | +38.2% |
| All | +57.8% | +210.5% | -152.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling