+95.4%
CAT vs SN
+46.4%
+49.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +1.7% | -9.3% | +11.0% | +4.6% |
| 30D | -6.6% | -4.8% | -1.8% | -5.4% |
| 3M | -13.3% | +40.4% | -53.7% | -23.0% |
| 6M | +11.6% | +50.9% | -39.3% | -4.5% |
| YTD | +42.9% | +54.9% | -12.0% | +21.8% |
| 1Y | +95.4% | +43.0% | +52.4% | +71.4% |
| All | +95.4% | +46.4% | +49.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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