-38.5%
CAT vs SO
-1.4%
-37.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.3% |
| 7D | -14.5% | +0.4% | -14.9% | -14.3% |
| 30D | -35.7% | +9.2% | -45.0% | -34.0% |
| 3M | -36.3% | +1.1% | -37.4% | -36.1% |
| 6M | -38.5% | -1.1% | -37.5% | -38.0% |
| All | -38.5% | -1.4% | -37.2% | -38.0% |
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