+674.0%
CAT vs STLA
+12.4%
+661.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.3% |
| 7D | -6.3% | -4.9% | -1.4% | -4.9% |
| 30D | -26.8% | -4.9% | -21.9% | -26.1% |
| 3M | -30.0% | -23.7% | -6.4% | -24.8% |
| 6M | -34.6% | -45.0% | +10.4% | -22.4% |
| YTD | +2.9% | -60.9% | +63.8% | +33.1% |
| 1Y | +3.3% | -58.9% | +62.2% | +30.8% |
| 3Y | +153.7% | -74.4% | +228.1% | +262.3% |
| 5Y | +207.3% | -71.5% | +278.8% | +306.4% |
| 10Y | +674.0% | +5.3% | +668.8% | +631.3% |
| All | +674.0% | +12.4% | +661.6% | +631.3% |
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