+2,926.4%
V vs CAT
+1,597.7%
+1,328.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -1.7% | +1.7% | -3.4% | -2.4% |
| 30D | +2.0% | -6.6% | +8.5% | +4.4% |
| 3M | +17.4% | -13.3% | +30.7% | +21.9% |
| 6M | +17.5% | +11.6% | +5.9% | +8.8% |
| YTD | +7.6% | +42.9% | -35.4% | -10.7% |
| 1Y | +7.7% | +95.4% | -87.7% | -22.5% |
| 3Y | +54.7% | +196.6% | -141.9% | -9.8% |
| 5Y | +73.0% | +321.7% | -248.6% | -16.3% |
| 10Y | +390.9% | +1,140.8% | -749.9% | +36.8% |
| All | +2,926.4% | +1,597.7% | +1,328.8% | +570.7% |
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