-34.8%
CAT vs SPGI
+20.7%
-55.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +3.1% |
| 7D | +1.7% | -1.4% | +3.1% | +0.9% |
| 30D | -24.6% | +15.3% | -39.8% | -18.3% |
| 3M | -28.5% | +16.5% | -45.0% | -21.6% |
| 6M | -34.8% | +19.8% | -54.6% | -24.4% |
| All | -34.8% | +20.7% | -55.5% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling