+8.9%
CAT vs STLA
-53.0%
+61.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -5.4% |
| 7D | -17.1% | -0.6% | -16.5% | -17.1% |
| 30D | -30.1% | +3.6% | -33.7% | -30.3% |
| 3M | -32.4% | -20.6% | -11.7% | -31.5% |
| 6M | -32.1% | -34.3% | +2.2% | -30.0% |
| YTD | +4.1% | -57.3% | +61.4% | +9.4% |
| 1Y | +8.9% | -52.6% | +61.6% | +11.3% |
| All | +8.9% | -53.0% | +61.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling