+183.3%
CAT vs SAP
+70.5%
+112.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.5% |
| 7D | -10.3% | -0.7% | -9.6% | -10.3% |
| 30D | -31.2% | +11.1% | -42.3% | -32.5% |
| 3M | -34.7% | +17.0% | -51.7% | -36.6% |
| 6M | -39.5% | +34.8% | -74.3% | -43.1% |
| YTD | -1.7% | -2.2% | +0.6% | +0.4% |
| 1Y | -1.1% | -6.4% | +5.3% | +2.5% |
| 3Y | +143.9% | +75.1% | +68.7% | +94.9% |
| All | +183.3% | +70.5% | +112.7% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling