+203.9%
CAT vs SITM
+409.8%
-205.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.4% |
| 7D | +5.6% | +8.4% | -2.8% | +4.0% |
| 30D | -2.3% | -17.4% | +15.1% | +0.8% |
| 3M | -10.0% | -9.8% | -0.2% | -9.6% |
| 6M | +21.2% | +83.0% | -61.7% | +6.3% |
| YTD | +44.4% | +69.6% | -25.1% | +27.4% |
| 1Y | +96.3% | +144.9% | -48.6% | +61.3% |
| 3Y | +203.9% | +429.9% | -225.9% | +115.0% |
| All | +203.9% | +409.8% | -205.9% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling