+25,808.1%
CAT vs SO
+5,976.4%
+19,831.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.6% | -4.6% | -2.0% | -5.1% |
| 3M | -13.3% | -3.0% | -10.3% | -12.7% |
| 6M | +11.6% | -8.3% | +19.9% | +14.6% |
| YTD | +42.9% | +3.5% | +39.4% | +40.6% |
| 1Y | +95.4% | -0.9% | +96.4% | +94.7% |
| 3Y | +196.6% | +45.4% | +151.2% | +153.2% |
| 5Y | +321.7% | +59.6% | +262.0% | +244.0% |
| 10Y | +1,140.8% | +156.6% | +984.2% | +728.4% |
| All | +25,808.1% | +5,976.4% | +19,831.7% | +6,691.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling