+1,110.7%
CAT vs STLA
+51.8%
+1,058.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +1.7% | +2.6% | -0.9% | +0.9% |
| 30D | -6.6% | -1.2% | -5.3% | -6.5% |
| 3M | -13.3% | -24.8% | +11.5% | -5.8% |
| 6M | +11.6% | -25.6% | +37.2% | +20.9% |
| YTD | +42.9% | -48.9% | +91.9% | +71.3% |
| 1Y | +95.4% | -38.8% | +134.2% | +116.8% |
| 3Y | +196.6% | -64.5% | +261.1% | +282.0% |
| 5Y | +321.7% | -62.4% | +384.1% | +413.6% |
| All | +1,110.7% | +51.8% | +1,058.9% | +931.3% |
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 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