+216.6%
CAT vs SM
+5.6%
+211.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.4% |
| 7D | +9.3% | +10.6% | -1.3% | +7.2% |
| 30D | -21.5% | -15.0% | -6.5% | -19.4% |
| 3M | -29.1% | +1.7% | -30.8% | -30.0% |
| 6M | -33.4% | +5.9% | -39.2% | -35.6% |
| YTD | +6.6% | +79.0% | -72.4% | -11.1% |
| 1Y | +6.5% | +84.7% | -78.1% | -12.1% |
| 3Y | +162.7% | -3.5% | +166.1% | +145.3% |
| All | +216.6% | +5.6% | +211.0% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling