+108.3%
V vs CAT
+210.5%
-102.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.9% | +7.4% | -6.5% | -0.3% |
| 30D | +9.0% | -19.7% | +28.6% | +12.7% |
| 3M | +16.7% | -29.6% | +46.3% | +23.4% |
| 6M | +33.4% | -33.2% | +66.6% | +41.1% |
| YTD | +22.4% | +5.7% | +16.7% | +13.9% |
| 1Y | +27.7% | +9.3% | +18.3% | +17.6% |
| 3Y | +78.0% | +158.3% | -80.3% | +22.2% |
| All | +108.3% | +210.5% | -102.2% | +29.7% |
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