+153.7%
CAT vs SAP
+69.5%
+84.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -2.4% |
| 7D | -6.3% | +1.5% | -7.8% | -6.4% |
| 30D | -26.8% | +8.8% | -35.6% | -27.0% |
| 3M | -30.0% | +12.1% | -42.1% | -30.3% |
| 6M | -34.6% | +34.6% | -69.2% | -35.2% |
| YTD | +2.9% | -2.1% | +5.0% | +8.5% |
| 1Y | +3.3% | -5.5% | +8.8% | +10.1% |
| 3Y | +153.7% | +67.4% | +86.2% | +124.6% |
| All | +153.7% | +69.5% | +84.2% | +124.6% |
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