+3.3%
CAT vs SAP
-5.5%
+8.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -2.8% |
| 7D | -6.3% | +1.5% | -7.8% | -5.9% |
| 30D | -26.8% | +8.8% | -35.6% | -25.1% |
| 3M | -30.0% | +12.1% | -42.1% | -27.8% |
| 6M | -34.6% | +34.6% | -69.2% | -27.8% |
| YTD | +2.9% | -2.1% | +5.0% | +11.9% |
| 1Y | +3.3% | -5.5% | +8.8% | +14.6% |
| All | +3.3% | -5.5% | +8.7% | +14.6% |
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