+5.8%
CAT vs SBAC
-0.1%
+6.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.2% |
| 7D | -2.4% | +3.0% | -5.4% | -2.1% |
| 30D | -25.0% | +4.3% | -29.3% | -24.6% |
| 3M | -28.7% | +4.1% | -32.9% | -28.4% |
| 6M | -33.0% | -11.6% | -21.4% | -31.8% |
| YTD | +5.4% | +0.4% | +5.1% | +9.6% |
| All | +5.8% | -0.1% | +6.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling