+143.9%
CAT vs SM
-20.0%
+163.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -10.3% | -25.9% | +15.6% | -6.7% |
| 30D | -31.2% | -15.1% | -16.1% | -29.8% |
| 3M | -34.7% | +4.9% | -39.5% | -35.7% |
| 6M | -39.5% | +6.1% | -45.6% | -41.3% |
| YTD | -1.7% | +63.4% | -65.1% | -16.4% |
| 1Y | -1.1% | +72.5% | -73.6% | -17.6% |
| 3Y | +143.9% | -16.9% | +160.8% | +134.5% |
| All | +143.9% | -20.0% | +163.9% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling