+659.1%
CAT vs SGOV
+20.2%
+638.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +2.9% | +0.1% | +2.9% | +3.5% |
| 30D | -2.6% | +0.3% | -2.9% | -0.1% |
| 3M | -10.7% | +0.9% | -11.6% | -3.6% |
| 6M | +16.1% | +1.8% | +14.3% | +33.6% |
| YTD | +43.2% | +2.5% | +40.7% | +71.5% |
| 1Y | +96.8% | +3.8% | +93.0% | +154.3% |
| 3Y | +201.4% | +14.4% | +187.0% | +588.2% |
| 5Y | +332.7% | +20.2% | +312.5% | +1,524.0% |
| All | +659.1% | +20.2% | +638.9% | +2,760.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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