+183.3%
CAT vs SBAC
-40.3%
+223.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | -10.3% | +1.2% | -11.5% | -10.4% |
| 30D | -31.2% | +11.2% | -42.4% | -32.1% |
| 3M | -34.7% | +4.5% | -39.1% | -35.1% |
| 6M | -39.5% | -12.2% | -27.3% | -38.5% |
| YTD | -1.7% | -0.1% | -1.5% | -2.3% |
| 1Y | -1.1% | -0.3% | -0.9% | -1.7% |
| 3Y | +143.9% | -8.7% | +152.6% | +141.9% |
| All | +183.3% | -40.3% | +223.6% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling