-15.1%
CAT vs SNDU
+3.5%
-18.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -15.8% | +10.6% | -3.5% |
| 7D | -17.1% | -48.0% | +30.9% | -11.5% |
| 30D | -30.1% | -66.4% | +36.3% | -22.4% |
| 3M | -32.4% | -58.7% | +26.4% | -28.0% |
| 6M | -32.1% | -68.6% | +36.5% | -29.4% |
| All | -15.1% | +3.5% | -18.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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