+230.3%
CAT vs SMR
-49.5%
+279.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +16.2% | -15.3% | -0.8% |
| 7D | -10.3% | -9.6% | -0.7% | -9.5% |
| 30D | -31.2% | -33.8% | +2.6% | -28.5% |
| 3M | -34.7% | -46.4% | +11.7% | -31.0% |
| 6M | -39.5% | -62.4% | +22.9% | -34.3% |
| YTD | -1.7% | -64.1% | +62.5% | +5.8% |
| 1Y | -1.1% | -84.3% | +83.2% | +13.9% |
| 3Y | +143.9% | +55.8% | +88.0% | +96.2% |
| All | +230.3% | -49.5% | +279.8% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling