+11.6%
CAT vs SFM
+4.2%
+7.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.9% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | -4.4% | -2.2% | -6.7% |
| 3M | -13.3% | +1.5% | -14.8% | -13.6% |
| 6M | +11.6% | +6.5% | +5.1% | +6.1% |
| All | +11.6% | +4.2% | +7.4% | +6.1% |
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 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