+96.8%
CAT vs SITM
+140.0%
-43.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +2.9% | +3.7% | -0.8% | +2.2% |
| 30D | -2.6% | -14.5% | +11.9% | +0.2% |
| 3M | -10.7% | -10.6% | -0.1% | -9.9% |
| 6M | +16.1% | +65.5% | -49.4% | +1.8% |
| YTD | +43.2% | +67.0% | -23.8% | +24.9% |
| 1Y | +96.8% | +138.6% | -41.8% | +62.4% |
| All | +96.8% | +140.0% | -43.2% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling