+3,310.4%
V vs CAT
+1,067.9%
+2,242.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +2.2% | -10.3% | +12.5% | +6.2% |
| 30D | +13.6% | -31.2% | +44.8% | +29.8% |
| 3M | +14.3% | -34.7% | +49.0% | +32.7% |
| 6M | +33.1% | -39.5% | +72.6% | +56.2% |
| YTD | +21.2% | -1.7% | +22.9% | +14.7% |
| 1Y | +26.4% | -1.1% | +27.6% | +19.1% |
| 3Y | +77.6% | +143.9% | -66.3% | +9.6% |
| 5Y | +102.6% | +194.8% | -92.2% | +11.1% |
| 10Y | +464.4% | +739.8% | -275.4% | +80.8% |
| All | +3,310.4% | +1,067.9% | +2,242.4% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling