+1,110.7%
CAT vs SBAC
+78.4%
+1,032.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -6.6% | +6.9% | -13.5% | -7.8% |
| 3M | -13.3% | -8.2% | -5.1% | -12.1% |
| 6M | +11.6% | -1.6% | +13.3% | +10.8% |
| YTD | +42.9% | -0.1% | +43.1% | +41.2% |
| 1Y | +95.4% | -0.5% | +95.9% | +92.9% |
| 3Y | +196.6% | -9.1% | +205.7% | +192.9% |
| 5Y | +321.7% | -43.8% | +365.4% | +365.5% |
| All | +1,110.7% | +78.4% | +1,032.3% | +1,005.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling