+326.0%
CAT vs SPGI
+8.3%
+317.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | +8.4% | -15.0% | -8.4% |
| 3M | -13.3% | +11.8% | -25.1% | -16.4% |
| 6M | +11.6% | +5.7% | +5.9% | +9.2% |
| YTD | +42.9% | -9.7% | +52.6% | +47.1% |
| 1Y | +95.4% | -12.5% | +107.9% | +102.8% |
| 3Y | +196.6% | +21.8% | +174.8% | +166.1% |
| All | +326.0% | +8.3% | +317.7% | +274.0% |
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 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