+9.3%
CAT vs STLA
-64.5%
+73.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +7.4% | -13.8% | +21.2% | +8.2% |
| 30D | -19.7% | -10.5% | -9.1% | -19.3% |
| 3M | -29.6% | -28.9% | -0.7% | -28.4% |
| 6M | -33.2% | -49.7% | +16.5% | -30.5% |
| YTD | +5.7% | -64.9% | +70.6% | +11.2% |
| 1Y | +9.3% | -64.0% | +73.4% | +14.1% |
| All | +9.3% | -64.5% | +73.8% | +14.1% |
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