+27,023.7%
CAT vs SM
+1,608.3%
+25,415.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | +26.3% | -32.9% | -10.5% |
| 3M | -13.3% | +8.7% | -22.0% | -15.4% |
| 6M | +11.6% | +51.7% | -40.1% | +1.3% |
| YTD | +42.9% | +99.0% | -56.1% | +23.2% |
| 1Y | +95.4% | +34.6% | +60.8% | +79.5% |
| 3Y | +196.6% | -7.8% | +204.3% | +184.5% |
| 5Y | +321.7% | +104.8% | +216.9% | +237.7% |
| 10Y | +1,140.8% | +7.2% | +1,133.5% | +672.2% |
| All | +27,023.7% | +1,608.3% | +25,415.4% | +10,518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling