+136.1%
CAT vs SN
+681.9%
-545.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +6.6% |
| 7D | -2.4% | +7.6% | -10.0% | -3.9% |
| 30D | -25.0% | +24.1% | -49.1% | -28.6% |
| 3M | -28.7% | +23.7% | -52.4% | -32.2% |
| 6M | -33.0% | +105.5% | -138.5% | -43.6% |
| YTD | +5.4% | +105.1% | -99.7% | -11.4% |
| 1Y | +7.3% | +148.3% | -141.0% | -13.3% |
| 3Y | +166.0% | +438.7% | -272.6% | +92.7% |
| All | +136.1% | +681.9% | -545.8% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling