+201.5%
CAT vs SM
-7.7%
+209.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | +26.3% | -32.9% | -9.9% |
| 3M | -13.3% | +8.7% | -22.0% | -14.7% |
| 6M | +11.6% | +51.7% | -40.1% | +0.4% |
| YTD | +42.9% | +99.0% | -56.1% | +19.3% |
| 1Y | +95.4% | +34.6% | +60.8% | +80.0% |
| All | +201.5% | -7.7% | +209.2% | +184.4% |
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