+158.9%
CAT vs SITM
+344.7%
-185.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +1.7% |
| 7D | +1.7% | +17.2% | -15.4% | -1.5% |
| 30D | -24.6% | -17.1% | -7.5% | -22.3% |
| 3M | -28.5% | -29.2% | +0.7% | -24.6% |
| 6M | -34.8% | -47.6% | +12.8% | -28.7% |
| YTD | +5.9% | +33.8% | -27.9% | -3.1% |
| 1Y | +6.8% | +54.1% | -47.3% | -4.7% |
| All | +158.9% | +344.7% | -185.8% | +90.9% |
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