+2,189.0%
CAT vs SGI
+2,021.1%
+167.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.7% |
| 7D | -14.5% | +5.3% | -19.8% | -15.6% |
| 30D | -35.7% | +8.2% | -43.9% | -37.1% |
| 3M | -36.3% | -2.2% | -34.1% | -36.4% |
| 6M | -38.5% | -8.4% | -30.1% | -37.9% |
| YTD | -2.5% | -23.4% | +20.9% | +2.4% |
| 1Y | -1.9% | -14.0% | +12.1% | +0.2% |
| 3Y | +139.2% | +78.8% | +60.4% | +105.3% |
| 5Y | +192.1% | +58.6% | +133.5% | +148.9% |
| 10Y | +732.3% | +427.8% | +304.4% | +390.8% |
| All | +2,189.0% | +2,021.1% | +167.9% | +646.7% |
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