+158.3%
CAT vs SMR
+125.1%
+33.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +7.4% | -8.3% | +15.7% | +8.4% |
| 30D | -19.7% | -20.1% | +0.4% | -18.1% |
| 3M | -29.6% | -52.7% | +23.1% | -24.9% |
| 6M | -33.2% | -61.0% | +27.8% | -27.9% |
| YTD | +5.7% | -67.1% | +72.8% | +14.3% |
| 1Y | +9.3% | -79.9% | +89.2% | +22.6% |
| 3Y | +158.3% | +101.7% | +56.6% | +116.8% |
| All | +158.3% | +125.1% | +33.2% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling