+2,387.3%
CAT vs SGI
+1,852.9%
+534.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.7% | -10.5% | +12.2% | +4.4% |
| 30D | -24.6% | +0.1% | -24.7% | -24.9% |
| 3M | -28.5% | -4.0% | -24.5% | -28.3% |
| 6M | -34.8% | -5.6% | -29.2% | -34.5% |
| YTD | +5.9% | -29.5% | +35.4% | +13.4% |
| 1Y | +6.8% | -31.5% | +38.3% | +15.1% |
| 3Y | +161.1% | +71.6% | +89.5% | +126.3% |
| 5Y | +213.4% | +50.5% | +162.9% | +170.3% |
| 10Y | +700.3% | +333.9% | +366.5% | +392.6% |
| All | +2,387.3% | +1,852.9% | +534.4% | +726.7% |
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