+712.5%
CAT vs SFM
+146.8%
+565.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +7.1% |
| 7D | -2.4% | -10.2% | +7.8% | -1.1% |
| 30D | -25.0% | -23.9% | -1.1% | -22.7% |
| 3M | -28.7% | -42.3% | +13.5% | -24.2% |
| 6M | -33.0% | -40.1% | +7.2% | -29.4% |
| YTD | +5.4% | -37.8% | +43.2% | +9.9% |
| 1Y | +7.3% | -37.1% | +44.3% | +11.5% |
| 3Y | +166.0% | +21.5% | +144.5% | +144.8% |
| 5Y | +210.1% | +103.8% | +106.3% | +159.4% |
| 10Y | +712.5% | +142.0% | +570.5% | +536.1% |
| All | +712.5% | +146.8% | +565.7% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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