+213.9%
CAT vs SO
+79.0%
+134.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.0% |
| 7D | +7.4% | +1.4% | +6.1% | +7.3% |
| 30D | -19.7% | +4.7% | -24.4% | -20.2% |
| 3M | -29.6% | +1.7% | -31.3% | -29.8% |
| 6M | -33.2% | +2.2% | -35.4% | -33.6% |
| YTD | +5.7% | +10.0% | -4.3% | +3.8% |
| 1Y | +9.3% | +6.0% | +3.3% | +8.0% |
| 3Y | +158.3% | +54.1% | +104.2% | +127.8% |
| All | +213.9% | +79.0% | +134.9% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling