+17,564.5%
CAT vs SPGI
+15,015.0%
+2,549.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.4% | -5.6% |
| 7D | -14.5% | +2.6% | -17.0% | -15.5% |
| 30D | -35.7% | +19.3% | -55.0% | -40.5% |
| 3M | -36.3% | +15.5% | -51.8% | -40.5% |
| 6M | -38.5% | +18.3% | -56.9% | -44.1% |
| YTD | -2.5% | -3.8% | +1.3% | -4.6% |
| 1Y | -1.9% | +1.3% | -3.2% | -6.3% |
| 3Y | +139.2% | +33.6% | +105.6% | +100.4% |
| 5Y | +192.1% | +13.2% | +179.0% | +158.1% |
| 10Y | +732.3% | +346.3% | +386.0% | +293.3% |
| All | +17,564.5% | +15,015.0% | +2,549.6% | +2,041.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling