+3,813.0%
CAT vs SBAC
+2,232.4%
+1,580.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -6.3% | +3.6% | -10.0% | -6.8% |
| 30D | -26.8% | +4.9% | -31.7% | -27.3% |
| 3M | -30.0% | +6.5% | -36.5% | -30.7% |
| 6M | -34.6% | -11.1% | -23.5% | -34.0% |
| YTD | +2.9% | +0.9% | +2.0% | +1.7% |
| 1Y | +3.3% | -1.6% | +4.8% | +2.4% |
| 3Y | +153.7% | -7.0% | +160.7% | +151.3% |
| 5Y | +207.3% | -39.2% | +246.5% | +218.6% |
| 10Y | +674.0% | +111.4% | +562.6% | +585.4% |
| All | +3,813.0% | +2,232.4% | +1,580.6% | +2,471.4% |
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