+158.3%
CAT vs SN
+440.0%
-281.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.6% |
| 7D | +7.4% | +1.5% | +5.9% | +7.0% |
| 30D | -19.7% | +21.5% | -41.2% | -23.9% |
| 3M | -29.6% | +20.0% | -49.6% | -33.2% |
| 6M | -33.2% | +119.9% | -153.1% | -46.9% |
| YTD | +5.7% | +102.3% | -96.7% | -14.4% |
| 1Y | +9.3% | +148.0% | -138.6% | -15.9% |
| 3Y | +158.3% | +450.0% | -291.7% | +52.0% |
| All | +158.3% | +440.0% | -281.7% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling