+95.4%
CAT vs SGI
-17.2%
+112.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.7% | +8.5% | -6.8% | -1.3% |
| 30D | -6.6% | +0.7% | -7.2% | -6.9% |
| 3M | -13.3% | +0.6% | -13.9% | -13.6% |
| 6M | +11.6% | -17.9% | +29.6% | +17.6% |
| YTD | +42.9% | -21.2% | +64.1% | +52.2% |
| 1Y | +95.4% | -18.9% | +114.3% | +115.0% |
| All | +95.4% | -17.2% | +112.6% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling