+6.5%
CAT vs SN
+136.6%
-130.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | +9.3% | +1.4% | +7.9% | +9.0% |
| 30D | -21.5% | +16.6% | -38.1% | -24.9% |
| 3M | -29.1% | +18.3% | -47.4% | -32.5% |
| 6M | -33.4% | +103.1% | -136.4% | -49.0% |
| YTD | +6.6% | +96.7% | -90.2% | -18.1% |
| 1Y | +6.5% | +134.3% | -127.8% | -21.6% |
| All | +6.5% | +136.6% | -130.0% | -21.6% |
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 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