+95.4%
CAT vs SAP
-19.8%
+115.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.5% |
| 7D | +1.7% | -2.9% | +4.6% | +1.0% |
| 30D | -6.6% | +9.0% | -15.6% | -4.6% |
| 3M | -13.3% | +14.9% | -28.2% | -7.9% |
| 6M | +11.6% | +11.9% | -0.3% | +19.2% |
| YTD | +42.9% | -9.9% | +52.9% | +51.1% |
| 1Y | +95.4% | -19.5% | +115.0% | +106.9% |
| All | +95.4% | -19.8% | +115.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling