+3,951.6%
CAT vs SBAC
+2,173.2%
+1,778.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +9.3% | -3.4% | +12.7% | +9.8% |
| 30D | -21.5% | +2.6% | -24.1% | -21.9% |
| 3M | -29.1% | +2.6% | -31.7% | -29.5% |
| 6M | -33.4% | -11.5% | -21.8% | -32.8% |
| YTD | +6.6% | -1.6% | +8.2% | +5.7% |
| 1Y | +6.5% | -5.1% | +11.6% | +6.1% |
| 3Y | +162.7% | -9.3% | +172.0% | +161.0% |
| 5Y | +214.2% | -41.0% | +255.2% | +226.9% |
| 10Y | +705.2% | +108.0% | +597.2% | +614.4% |
| All | +3,951.6% | +2,173.2% | +1,778.4% | +2,570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling