+5.8%
CAT vs SMR
-83.0%
+88.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.1% | +0.1% | +5.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -25.0% | -24.4% | -0.6% | -21.7% |
| 3M | -28.7% | -44.6% | +15.9% | -22.5% |
| 6M | -33.0% | -56.7% | +23.7% | -25.1% |
| YTD | +5.4% | -61.6% | +67.0% | +16.0% |
| All | +5.8% | -83.0% | +88.8% | +28.9% |
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