-39.9%
CAT vs SSPC
-27.8%
-12.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.3% | +18.2% | -0.7% |
| 7D | -10.3% | -4.7% | -5.6% | -10.2% |
| 30D | -31.2% | +36.7% | -67.9% | -29.0% |
| 3M | -34.7% | -49.4% | +14.8% | -34.9% |
| All | -39.9% | -27.8% | -12.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 SSPC 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 · Available span rolling