+688.6%
CAT vs STLA
-4.1%
+692.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +7.4% | -13.8% | +21.2% | +12.3% |
| 30D | -19.7% | -10.5% | -9.1% | -17.4% |
| 3M | -29.6% | -28.9% | -0.7% | -22.8% |
| 6M | -33.2% | -49.7% | +16.5% | -18.5% |
| YTD | +5.7% | -64.9% | +70.6% | +41.4% |
| 1Y | +9.3% | -64.0% | +73.4% | +44.5% |
| 3Y | +158.3% | -77.4% | +235.8% | +284.0% |
| 5Y | +211.6% | -74.4% | +286.0% | +325.9% |
| All | +688.6% | -4.1% | +692.7% | +618.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling