+95.4%
CAT vs SMTC
+154.8%
-59.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | -1.0% |
| 7D | +1.7% | +12.7% | -11.0% | -1.9% |
| 30D | -6.6% | +22.0% | -28.5% | -12.9% |
| 3M | -13.3% | -12.7% | -0.6% | -11.9% |
| 6M | +11.6% | +64.8% | -53.2% | -6.3% |
| YTD | +42.9% | +100.7% | -57.7% | +14.3% |
| 1Y | +95.4% | +146.9% | -51.4% | +54.8% |
| All | +95.4% | +154.8% | -59.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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