+725.3%
CAT vs SPGI
+333.9%
+391.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -10.3% | +0.3% | -10.6% | -10.5% |
| 30D | -31.2% | +18.4% | -49.6% | -35.8% |
| 3M | -34.7% | +15.7% | -50.4% | -38.8% |
| 6M | -39.5% | +17.3% | -56.7% | -44.5% |
| YTD | -1.7% | -4.7% | +3.1% | -2.3% |
| 1Y | -1.1% | +1.8% | -2.9% | -5.1% |
| 3Y | +143.9% | +31.7% | +112.2% | +102.7% |
| 5Y | +194.8% | +12.1% | +182.7% | +160.1% |
| All | +725.3% | +333.9% | +391.5% | +240.2% |
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