+712.5%
CAT vs SM
+4.9%
+707.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.7% | +9.9% | +7.6% |
| 7D | -2.4% | -22.3% | +19.9% | +0.9% |
| 30D | -25.0% | -21.4% | -3.7% | -22.7% |
| 3M | -28.7% | +1.4% | -30.1% | -29.3% |
| 6M | -33.0% | +0.1% | -33.1% | -34.0% |
| YTD | +5.4% | +59.0% | -53.5% | -4.0% |
| 1Y | +7.3% | +64.3% | -57.1% | -3.0% |
| 3Y | +166.0% | -13.1% | +179.2% | +158.9% |
| 5Y | +210.1% | -13.9% | +224.0% | +193.8% |
| 10Y | +712.5% | +1.7% | +710.8% | +506.6% |
| All | +712.5% | +4.9% | +707.6% | +506.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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