+5.8%
CAT vs SAP
-4.0%
+9.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +7.6% |
| 7D | -2.4% | +1.6% | -4.0% | -1.9% |
| 30D | -25.0% | +10.5% | -35.5% | -23.0% |
| 3M | -28.7% | +15.2% | -43.9% | -25.9% |
| 6M | -33.0% | +36.7% | -69.7% | -25.7% |
| YTD | +5.4% | -0.6% | +6.0% | +15.1% |
| All | +5.8% | -4.0% | +9.8% | +17.9% |
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