+201.5%
CAT vs SO
+45.7%
+155.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -6.6% | -4.6% | -2.0% | -6.6% |
| 3M | -13.3% | -3.0% | -10.3% | -13.4% |
| 6M | +11.6% | -8.3% | +19.9% | +11.4% |
| YTD | +42.9% | +3.5% | +39.4% | +43.0% |
| 1Y | +95.4% | -0.9% | +96.4% | +95.5% |
| All | +201.5% | +45.7% | +155.7% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling