+3.3%
CAT vs SM
+64.7%
-61.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.3% |
| 7D | -6.3% | -19.5% | +13.2% | -8.1% |
| 30D | -26.8% | -20.2% | -6.6% | -28.2% |
| 3M | -30.0% | -6.5% | -23.5% | -29.7% |
| 6M | -34.6% | +1.6% | -36.1% | -32.8% |
| YTD | +2.9% | +61.2% | -58.3% | +2.2% |
| 1Y | +3.3% | +65.4% | -62.1% | +3.7% |
| All | +3.3% | +64.7% | -61.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling