+25,808.1%
CAT vs SAN
+2,116.5%
+23,691.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.7% | +1.8% | -0.1% | +1.0% |
| 30D | -6.6% | +2.0% | -8.5% | -7.3% |
| 3M | -13.3% | +19.7% | -33.0% | -19.1% |
| 6M | +11.6% | +30.6% | -19.0% | +0.6% |
| YTD | +42.9% | +28.8% | +14.1% | +28.9% |
| 1Y | +95.4% | +57.8% | +37.7% | +63.1% |
| 3Y | +196.6% | +338.1% | -141.5% | +63.9% |
| 5Y | +321.7% | +384.2% | -62.6% | +116.6% |
| 10Y | +1,140.8% | +353.1% | +787.6% | +519.7% |
| All | +25,808.1% | +2,116.5% | +23,691.6% | +7,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling