-39.5%
CAT vs SFM
-37.6%
-1.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +0.9% |
| 7D | -10.3% | -1.2% | -9.1% | -10.3% |
| 30D | -31.2% | -24.8% | -6.4% | -31.3% |
| 3M | -34.7% | -43.7% | +9.0% | -37.4% |
| 6M | -39.5% | -37.3% | -2.2% | -40.9% |
| All | -39.5% | -37.6% | -1.8% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling