+688.6%
CAT vs SAP
+237.3%
+451.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +0.6% | +6.8% | +7.3% |
| 30D | -19.7% | +6.5% | -26.2% | -21.3% |
| 3M | -29.6% | +12.2% | -41.8% | -32.3% |
| 6M | -33.2% | +46.1% | -79.3% | -42.0% |
| YTD | +5.7% | -1.6% | +7.3% | +4.2% |
| 1Y | +9.3% | -5.1% | +14.5% | +9.4% |
| 3Y | +158.3% | +68.4% | +90.0% | +97.7% |
| 5Y | +211.6% | +79.4% | +132.2% | +125.5% |
| All | +688.6% | +237.3% | +451.4% | +326.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling