+120.3%
CAT vs SN
+659.6%
-539.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | -10.3% | +7.2% | -17.5% | -11.6% |
| 30D | -31.2% | +20.4% | -51.6% | -34.1% |
| 3M | -34.7% | +23.9% | -58.6% | -37.9% |
| 6M | -39.5% | +93.0% | -132.5% | -48.4% |
| YTD | -1.7% | +99.2% | -100.9% | -16.9% |
| 1Y | -1.1% | +142.6% | -143.7% | -19.7% |
| 3Y | +143.9% | +398.8% | -254.9% | +78.0% |
| All | +120.3% | +659.6% | -539.3% | +60.1% |
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