+3,257.2%
CAT vs SGI
+2,083.6%
+1,173.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.7% | +8.5% | -6.8% | -0.2% |
| 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% | +16.2% |
| YTD | +42.9% | -21.2% | +64.1% | +50.0% |
| 1Y | +95.4% | -18.9% | +114.3% | +103.1% |
| 3Y | +196.6% | +52.6% | +144.0% | +164.3% |
| 5Y | +321.7% | +60.7% | +260.9% | +259.5% |
| 10Y | +1,140.8% | +278.1% | +862.7% | +681.6% |
| All | +3,257.2% | +2,083.6% | +1,173.6% | +993.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling