+214.2%
CAT vs SFM
+112.8%
+101.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +9.3% | -0.4% | +9.8% | +9.4% |
| 30D | -21.5% | -19.2% | -2.3% | -19.8% |
| 3M | -29.1% | -40.3% | +11.2% | -25.4% |
| 6M | -33.4% | -40.9% | +7.5% | -30.1% |
| YTD | +6.6% | -35.5% | +42.1% | +9.9% |
| 1Y | +6.5% | -37.4% | +44.0% | +10.3% |
| 3Y | +162.7% | +25.5% | +137.2% | +136.0% |
| 5Y | +214.2% | +113.0% | +101.2% | +156.2% |
| All | +214.2% | +112.8% | +101.5% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling