+213.9%
CAT vs SPGI
+15.2%
+198.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +7.4% | +1.2% | +6.2% | +7.2% |
| 30D | -19.7% | +15.9% | -35.6% | -22.3% |
| 3M | -29.6% | +12.3% | -41.9% | -31.6% |
| 6M | -33.2% | +23.7% | -56.9% | -37.4% |
| YTD | +5.7% | -3.5% | +9.2% | +7.1% |
| 1Y | +9.3% | +0.4% | +8.9% | +8.9% |
| 3Y | +158.3% | +29.9% | +128.4% | +127.6% |
| All | +213.9% | +15.2% | +198.8% | +176.2% |
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 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