+158.3%
CAT vs SGI
+67.2%
+91.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +7.4% | -5.3% | +12.8% | +9.5% |
| 30D | -19.7% | -2.1% | -17.6% | -19.8% |
| 3M | -29.6% | -8.2% | -21.4% | -28.2% |
| 6M | -33.2% | -4.6% | -28.6% | -33.2% |
| YTD | +5.7% | -31.5% | +37.1% | +19.2% |
| 1Y | +9.3% | -30.8% | +40.2% | +22.9% |
| 3Y | +158.3% | +67.2% | +91.1% | +105.4% |
| All | +158.3% | +67.2% | +91.1% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling