+7,150.6%
CAT vs SAP
+2,542.1%
+4,608.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.8% |
| 7D | -14.5% | +4.0% | -18.5% | -15.5% |
| 30D | -35.7% | +15.7% | -51.4% | -38.4% |
| 3M | -36.3% | +23.4% | -59.7% | -40.3% |
| 6M | -38.5% | +41.3% | -79.8% | -45.4% |
| YTD | -2.5% | +2.0% | -4.5% | -6.3% |
| 1Y | -1.9% | -5.1% | +3.2% | -3.7% |
| 3Y | +139.2% | +82.1% | +57.1% | +91.5% |
| 5Y | +192.1% | +77.2% | +115.0% | +132.5% |
| 10Y | +732.3% | +233.6% | +498.6% | +441.5% |
| All | +7,150.6% | +2,542.1% | +4,608.5% | +2,992.6% |
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 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