+5.8%
CAT vs SM
+62.4%
-56.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.7% | +9.9% | +7.0% |
| 7D | -2.4% | -22.3% | +19.9% | -4.7% |
| 30D | -25.0% | -21.4% | -3.7% | -26.6% |
| 3M | -28.7% | +1.4% | -30.1% | -27.4% |
| 6M | -33.0% | +0.1% | -33.1% | -31.2% |
| YTD | +5.4% | +59.0% | -53.5% | +4.6% |
| All | +5.8% | +62.4% | -56.6% | +6.1% |
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