+385.2%
CAT vs SMR
+11.2%
+374.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.3% | -14.2% | -0.5% |
| 7D | +5.6% | +21.4% | -15.8% | +3.4% |
| 30D | -2.3% | +13.8% | -16.2% | -3.9% |
| 3M | -10.0% | +3.9% | -13.9% | -11.0% |
| 6M | +21.2% | -4.2% | +25.4% | +19.7% |
| YTD | +44.4% | -21.1% | +65.6% | +44.3% |
| 1Y | +96.3% | -67.1% | +163.4% | +108.7% |
| 3Y | +203.9% | +88.9% | +115.1% | +147.8% |
| All | +385.2% | +11.2% | +374.0% | +328.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling