+25.0%
V vs CAT
+7.0%
+18.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -0.4% |
| 7D | -0.4% | +9.3% | -9.7% | +0.3% |
| 30D | +6.3% | -21.5% | +27.8% | +4.7% |
| 3M | +17.2% | -29.1% | +46.2% | +14.8% |
| 6M | +29.2% | -33.4% | +62.6% | +25.9% |
| YTD | +20.8% | +6.6% | +14.2% | +10.5% |
| 1Y | +25.0% | +6.5% | +18.5% | +12.4% |
| All | +25.0% | +7.0% | +18.0% | +12.4% |
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