+1,872.1%
T vs CAT
+26,255.7%
-24,383.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | +11.4% | -6.6% | +17.9% | +12.9% |
| 3M | +14.3% | -13.3% | +27.6% | +16.9% |
| 6M | -9.3% | +11.6% | -20.9% | -13.1% |
| YTD | +7.1% | +42.9% | -35.8% | -3.6% |
| 1Y | -9.1% | +95.4% | -104.5% | -24.6% |
| 3Y | +105.3% | +196.6% | -91.3% | +50.3% |
| 5Y | +66.8% | +321.7% | -254.8% | +9.4% |
| 10Y | +66.8% | +1,140.8% | -1,074.0% | -18.8% |
| All | +1,872.1% | +26,255.7% | -24,383.6% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling