+6.8%
CAT vs SMTC
+66.6%
-59.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | -0.3% |
| 7D | +1.7% | +12.9% | -11.1% | -2.6% |
| 30D | -24.6% | -25.6% | +1.0% | -18.8% |
| 3M | -28.5% | -4.5% | -24.0% | -30.0% |
| 6M | -34.8% | -8.3% | -26.5% | -36.6% |
| YTD | +5.9% | +69.9% | -64.0% | -17.3% |
| 1Y | +6.8% | +73.9% | -67.1% | -16.9% |
| All | +6.8% | +66.6% | -59.8% | -16.9% |
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