+7,555.7%
CAT vs SAP
+2,435.9%
+5,119.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -2.0% |
| 7D | -6.3% | +1.5% | -7.8% | -6.8% |
| 30D | -26.8% | +8.8% | -35.6% | -28.7% |
| 3M | -30.0% | +12.1% | -42.1% | -32.6% |
| 6M | -34.6% | +34.6% | -69.2% | -41.1% |
| YTD | +2.9% | -2.1% | +5.0% | 0.0% |
| 1Y | +3.3% | -5.5% | +8.8% | +1.5% |
| 3Y | +153.7% | +67.4% | +86.2% | +108.0% |
| 5Y | +207.3% | +74.6% | +132.7% | +145.4% |
| 10Y | +674.0% | +224.0% | +450.0% | +407.8% |
| All | +7,555.7% | +2,435.9% | +5,119.8% | +3,202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling