+6.8%
CAT vs SAP
-5.5%
+12.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.8% | +3.0% |
| 7D | +1.7% | -2.5% | +4.2% | +1.1% |
| 30D | -24.6% | +7.5% | -32.0% | -23.1% |
| 3M | -28.5% | +11.6% | -40.1% | -26.2% |
| 6M | -34.8% | +37.6% | -72.4% | -27.9% |
| YTD | +5.9% | -2.0% | +7.9% | +15.4% |
| 1Y | +6.8% | -6.4% | +13.2% | +20.2% |
| All | +6.8% | -5.5% | +12.4% | +20.2% |
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