+385.7%
CAT vs SITM
+3,535.1%
-3,149.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.0% |
| 7D | +1.7% | +17.2% | -15.4% | -0.8% |
| 30D | -24.6% | -17.1% | -7.5% | -22.8% |
| 3M | -28.5% | -29.2% | +0.7% | -25.4% |
| 6M | -34.8% | -47.6% | +12.8% | -29.9% |
| YTD | +5.9% | +33.8% | -27.9% | -1.2% |
| 1Y | +6.8% | +54.1% | -47.3% | -2.4% |
| 3Y | +161.1% | +337.6% | -176.5% | +98.1% |
| 5Y | +213.4% | +89.7% | +123.7% | +143.8% |
| All | +385.7% | +3,535.1% | -3,149.4% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling