+725.3%
CAT vs SAN
+236.7%
+488.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.9% |
| 7D | -10.3% | +4.9% | -15.2% | -12.5% |
| 30D | -31.2% | -13.0% | -18.2% | -27.2% |
| 3M | -34.7% | -18.9% | -15.8% | -28.7% |
| 6M | -39.5% | -4.1% | -35.3% | -38.8% |
| YTD | -1.7% | +2.6% | -4.2% | -4.2% |
| 1Y | -1.1% | +16.9% | -18.1% | -9.2% |
| 3Y | +143.9% | +239.1% | -95.2% | +36.0% |
| 5Y | +194.8% | +266.8% | -72.1% | +51.3% |
| All | +725.3% | +236.7% | +488.6% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling