-39.5%
CAT vs SAP
+30.7%
-70.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | -0.7% |
| 7D | -10.3% | -0.7% | -9.6% | -10.3% |
| 30D | -31.2% | +11.1% | -42.3% | -28.2% |
| 3M | -34.7% | +17.0% | -51.7% | -30.0% |
| 6M | -39.5% | +34.8% | -74.3% | -27.6% |
| All | -39.5% | +30.7% | -70.2% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling