-39.5%
CAT vs SO
-1.7%
-37.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.5% |
| 7D | -10.3% | -1.5% | -8.8% | -10.8% |
| 30D | -31.2% | +8.1% | -39.3% | -29.9% |
| 3M | -34.7% | +0.2% | -34.9% | -34.7% |
| 6M | -39.5% | +0.4% | -39.9% | -40.2% |
| All | -39.5% | -1.7% | -37.8% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling