+712.5%
CAT vs SO
+184.0%
+528.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +6.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -25.0% | +8.6% | -33.6% | -27.0% |
| 3M | -28.7% | +1.8% | -30.5% | -29.3% |
| 6M | -33.0% | +3.6% | -36.6% | -34.1% |
| YTD | +5.4% | +9.9% | -4.5% | +1.7% |
| 1Y | +7.3% | +5.7% | +1.6% | +4.7% |
| 3Y | +166.0% | +52.5% | +113.5% | +124.0% |
| 5Y | +210.1% | +77.3% | +132.8% | +143.4% |
| 10Y | +712.5% | +186.8% | +525.7% | +504.5% |
| All | +712.5% | +184.0% | +528.6% | +504.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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