+207.3%
CAT vs SO
+78.2%
+129.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -26.8% | +8.7% | -35.5% | -27.7% |
| 3M | -30.0% | +3.4% | -33.4% | -30.4% |
| 6M | -34.6% | +3.7% | -38.3% | -35.1% |
| YTD | +2.9% | +10.0% | -7.1% | +1.1% |
| 1Y | +3.3% | +6.6% | -3.3% | +2.0% |
| 3Y | +153.7% | +52.5% | +101.2% | +124.8% |
| 5Y | +207.3% | +76.1% | +131.2% | +158.9% |
| All | +207.3% | +78.2% | +129.1% | +158.9% |
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