+31.7%
V vs CAT
-37.4%
+69.1%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -4.1% |
| 7D | +2.9% | -14.5% | +17.4% | +0.7% |
| 30D | +14.0% | -35.7% | +49.7% | +7.5% |
| 3M | +14.9% | -36.3% | +51.2% | +8.1% |
| 6M | +31.7% | -38.5% | +70.3% | +23.1% |
| All | +31.7% | -37.4% | +69.1% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling