+1,579.9%
T vs CAT
+18,031.7%
-16,451.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.0% | -10.3% | +11.3% | +3.4% |
| 30D | -10.6% | -31.2% | +20.6% | -3.2% |
| 3M | -7.7% | -34.7% | +26.9% | +0.8% |
| 6M | -13.3% | -39.5% | +26.2% | -4.6% |
| YTD | -8.8% | -1.7% | -7.1% | -11.3% |
| 1Y | -8.4% | -1.1% | -7.3% | -11.2% |
| 3Y | +59.6% | +143.9% | -84.2% | +21.0% |
| 5Y | +52.1% | +194.8% | -142.7% | +7.5% |
| 10Y | +56.9% | +739.8% | -682.9% | -17.0% |
| All | +1,579.9% | +18,031.7% | -16,451.8% | +339.8% |
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