+7.7%
V vs CAT
+97.5%
-89.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -1.6% |
| 30D | +2.0% | -6.6% | +8.5% | +1.6% |
| 3M | +17.4% | -13.3% | +30.7% | +16.3% |
| 6M | +17.5% | +11.6% | +5.9% | +15.6% |
| YTD | +7.6% | +42.9% | -35.4% | +5.2% |
| 1Y | +7.7% | +95.4% | -87.7% | +4.8% |
| All | +7.7% | +97.5% | -89.8% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling