+1,126.0%
CAT vs SGI
+261.3%
+864.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +5.6% | +9.3% | -3.7% | +3.2% |
| 30D | -2.3% | +6.9% | -9.2% | -4.1% |
| 3M | -10.0% | +2.8% | -12.9% | -10.9% |
| 6M | +21.2% | -12.6% | +33.8% | +24.6% |
| YTD | +44.4% | -21.5% | +66.0% | +52.1% |
| 1Y | +96.3% | -18.8% | +115.0% | +104.4% |
| 3Y | +203.9% | +60.8% | +143.1% | +166.6% |
| 5Y | +333.5% | +60.0% | +273.5% | +267.7% |
| 10Y | +1,126.0% | +267.8% | +858.2% | +647.5% |
| All | +1,126.0% | +261.3% | +864.7% | +647.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling