+18,560.0%
CAT vs SM
+1,302.7%
+17,257.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -10.3% | -25.9% | +15.6% | -5.6% |
| 30D | -31.2% | -15.1% | -16.1% | -29.4% |
| 3M | -34.7% | +4.9% | -39.5% | -35.7% |
| 6M | -39.5% | +6.1% | -45.6% | -41.2% |
| YTD | -1.7% | +63.4% | -65.1% | -12.8% |
| 1Y | -1.1% | +72.5% | -73.6% | -13.4% |
| 3Y | +143.9% | -16.9% | +160.8% | +137.4% |
| 5Y | +194.8% | -10.6% | +205.4% | +172.3% |
| 10Y | +739.8% | +11.3% | +728.5% | +414.9% |
| All | +18,560.0% | +1,302.7% | +17,257.4% | +7,417.0% |
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 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