+700.3%
CAT vs STLA
+0.5%
+699.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +4.0% |
| 7D | +1.7% | -11.6% | +13.4% | +5.7% |
| 30D | -24.6% | -6.2% | -18.4% | -23.5% |
| 3M | -28.5% | -24.6% | -3.9% | -22.9% |
| 6M | -34.8% | -44.9% | +10.1% | -22.7% |
| YTD | +5.9% | -62.3% | +68.2% | +38.5% |
| 1Y | +6.8% | -61.8% | +68.6% | +38.6% |
| 3Y | +161.1% | -75.3% | +236.4% | +276.8% |
| 5Y | +213.4% | -72.5% | +285.9% | +318.8% |
| 10Y | +700.3% | +0.8% | +699.6% | +664.2% |
| All | +700.3% | +0.5% | +699.9% | +664.2% |
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