+201.5%
CAT vs SAP
+62.3%
+139.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | -2.9% | +4.6% | +1.9% |
| 30D | -6.6% | +9.0% | -15.6% | -7.0% |
| 3M | -13.3% | +14.9% | -28.2% | -12.9% |
| 6M | +11.6% | +11.9% | -0.3% | +12.6% |
| YTD | +42.9% | -9.9% | +52.9% | +50.8% |
| 1Y | +95.4% | -19.5% | +115.0% | +113.2% |
| All | +201.5% | +62.3% | +139.2% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling