+700.3%
CAT vs SPGI
+337.7%
+362.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.7% | -1.4% | +3.1% | +2.3% |
| 30D | -24.6% | +15.3% | -39.8% | -28.9% |
| 3M | -28.5% | +16.5% | -45.0% | -33.2% |
| 6M | -34.8% | +19.8% | -54.6% | -40.8% |
| YTD | +5.9% | -3.2% | +9.1% | +4.6% |
| 1Y | +6.8% | +1.8% | +5.0% | +2.8% |
| 3Y | +161.1% | +30.6% | +130.5% | +118.3% |
| 5Y | +213.4% | +16.0% | +197.4% | +172.0% |
| 10Y | +700.3% | +338.6% | +361.8% | +220.0% |
| All | +700.3% | +337.7% | +362.7% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling