+1,110.7%
CAT vs SAN
+347.3%
+763.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +1.7% | +1.8% | -0.1% | +0.9% |
| 30D | -6.6% | +2.0% | -8.5% | -7.4% |
| 3M | -13.3% | +19.7% | -33.0% | -19.9% |
| 6M | +11.6% | +30.6% | -19.0% | -1.0% |
| YTD | +42.9% | +28.8% | +14.1% | +26.7% |
| 1Y | +95.4% | +57.8% | +37.7% | +58.4% |
| 3Y | +196.6% | +338.1% | -141.5% | +48.7% |
| 5Y | +321.7% | +384.2% | -62.6% | +92.3% |
| All | +1,110.7% | +347.3% | +763.4% | +466.2% |
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