+6.5%
CAT vs SMR
-82.2%
+88.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +2.0% |
| 7D | +9.3% | +10.3% | -1.0% | +7.2% |
| 30D | -21.5% | -25.7% | +4.2% | -17.7% |
| 3M | -29.1% | -49.7% | +20.7% | -21.5% |
| 6M | -33.4% | -59.8% | +26.5% | -24.4% |
| YTD | +6.6% | -66.0% | +72.5% | +19.7% |
| 1Y | +6.5% | -81.4% | +88.0% | +30.8% |
| All | +6.5% | -82.2% | +88.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling