+3,309.9%
V vs CAT
+1,057.5%
+2,252.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -0.8% |
| 7D | +2.9% | -14.5% | +17.4% | +8.9% |
| 30D | +14.0% | -35.7% | +49.7% | +33.6% |
| 3M | +14.9% | -36.3% | +51.2% | +34.6% |
| 6M | +31.7% | -38.5% | +70.3% | +53.6% |
| YTD | +21.2% | -2.5% | +23.8% | +15.1% |
| 1Y | +25.3% | -1.9% | +27.2% | +18.4% |
| 3Y | +77.5% | +139.2% | -61.7% | +10.4% |
| 5Y | +102.6% | +192.1% | -89.6% | +11.5% |
| 10Y | +464.3% | +732.3% | -267.9% | +81.4% |
| All | +3,309.9% | +1,057.5% | +2,252.4% | +764.7% |
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 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