+213.9%
CAT vs SAN
+294.0%
-80.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +7.4% | +4.0% | +3.4% | +5.8% |
| 30D | -19.7% | -7.8% | -11.9% | -17.4% |
| 3M | -29.6% | -16.4% | -13.2% | -24.9% |
| 6M | -33.2% | +3.5% | -36.7% | -34.4% |
| YTD | +5.7% | +6.7% | -1.0% | +1.9% |
| 1Y | +9.3% | +14.5% | -5.1% | +2.7% |
| 3Y | +158.3% | +243.5% | -85.2% | +60.4% |
| All | +213.9% | +294.0% | -80.1% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling