+1,144.3%
CAT vs SNY
+64.5%
+1,079.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.6% | -3.3% | +3.9% | +1.5% |
| 30D | -4.3% | -2.2% | -2.2% | -3.8% |
| 3M | -8.6% | -3.0% | -5.6% | -8.2% |
| 6M | +16.1% | +2.7% | +13.4% | +14.6% |
| YTD | +43.8% | -6.8% | +50.6% | +45.8% |
| 1Y | +91.5% | -5.3% | +96.7% | +92.8% |
| 3Y | +202.7% | -9.8% | +212.5% | +201.7% |
| 5Y | +335.1% | +9.7% | +325.5% | +288.4% |
| All | +1,144.3% | +64.5% | +1,079.8% | +812.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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