+153.7%
CAT vs SPGI
+31.5%
+122.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -6.3% | +1.6% | -7.9% | -6.3% |
| 30D | -26.8% | +16.1% | -42.9% | -27.3% |
| 3M | -30.0% | +15.5% | -45.5% | -30.6% |
| 6M | -34.6% | +19.6% | -54.2% | -35.6% |
| YTD | +2.9% | -3.6% | +6.5% | +7.6% |
| 1Y | +3.3% | +2.2% | +1.1% | +5.3% |
| 3Y | +153.7% | +30.1% | +123.6% | +124.8% |
| All | +153.7% | +31.5% | +122.2% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling