+556.8%
CAT vs SITM
+4,437.5%
-3,880.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +2.9% | +3.7% | -0.8% | +2.4% |
| 30D | -2.6% | -14.5% | +11.9% | -0.6% |
| 3M | -10.7% | -10.6% | -0.1% | -10.2% |
| 6M | +16.1% | +65.5% | -49.4% | +6.2% |
| YTD | +43.2% | +67.0% | -23.8% | +30.1% |
| 1Y | +96.8% | +138.6% | -41.8% | +69.2% |
| 3Y | +201.4% | +421.8% | -220.5% | +123.4% |
| 5Y | +332.7% | +172.4% | +160.2% | +221.7% |
| All | +556.8% | +4,437.5% | -3,880.6% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling