+18,393.4%
CAT vs SM
+1,289.1%
+17,104.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -5.6% |
| 7D | -14.5% | -25.1% | +10.7% | -10.2% |
| 30D | -35.7% | -15.6% | -20.1% | -34.0% |
| 3M | -36.3% | +2.7% | -39.0% | -37.1% |
| 6M | -38.5% | -3.8% | -34.7% | -39.3% |
| YTD | -2.5% | +61.8% | -64.4% | -13.4% |
| 1Y | -1.9% | +71.4% | -73.3% | -14.0% |
| 3Y | +139.2% | -20.7% | +159.9% | +134.7% |
| 5Y | +192.1% | -11.5% | +203.7% | +170.3% |
| 10Y | +732.3% | +10.2% | +722.1% | +411.2% |
| All | +18,393.4% | +1,289.1% | +17,104.3% | +7,362.4% |
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 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