+207.3%
CAT vs SPGI
+13.6%
+193.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -6.3% | +1.6% | -7.9% | -6.6% |
| 30D | -26.8% | +16.1% | -42.9% | -29.2% |
| 3M | -30.0% | +15.5% | -45.5% | -32.5% |
| 6M | -34.6% | +19.6% | -54.2% | -38.1% |
| YTD | +2.9% | -3.6% | +6.5% | +4.4% |
| 1Y | +3.3% | +2.2% | +1.1% | +2.1% |
| 3Y | +153.7% | +30.1% | +123.6% | +123.4% |
| 5Y | +207.3% | +14.9% | +192.4% | +167.5% |
| All | +207.3% | +13.6% | +193.7% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling