+108.8%
V vs CAT
+205.5%
-96.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | +0.8% | -6.3% | +7.1% | +1.8% |
| 30D | +9.9% | -26.8% | +36.7% | +15.6% |
| 3M | +17.5% | -30.0% | +47.5% | +24.3% |
| 6M | +33.5% | -34.6% | +68.0% | +41.5% |
| YTD | +21.6% | +2.9% | +18.7% | +13.6% |
| 1Y | +27.6% | +3.3% | +24.3% | +19.0% |
| 3Y | +76.4% | +153.7% | -77.3% | +21.3% |
| All | +108.8% | +205.5% | -96.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling