+444.2%
V vs CAT
+725.4%
-281.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -2.3% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | +9.5% | -25.0% | +34.5% | +19.0% |
| 3M | +16.7% | -28.7% | +45.4% | +28.3% |
| 6M | +32.9% | -33.0% | +65.9% | +46.8% |
| YTD | +21.1% | +5.4% | +15.7% | +11.5% |
| 1Y | +26.6% | +7.3% | +19.4% | +15.6% |
| 3Y | +78.4% | +166.0% | -87.7% | +8.8% |
| 5Y | +105.5% | +210.1% | -104.6% | +13.4% |
| 10Y | +444.2% | +712.5% | -268.3% | +116.1% |
| All | +444.2% | +725.4% | -281.1% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling