+201.5%
CAT vs STLA
-64.3%
+265.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +1.7% | +2.6% | -0.9% | +1.1% |
| 30D | -6.6% | -1.2% | -5.3% | -6.5% |
| 3M | -13.3% | -24.8% | +11.5% | -7.9% |
| 6M | +11.6% | -25.6% | +37.2% | +18.3% |
| YTD | +42.9% | -48.9% | +91.9% | +63.9% |
| 1Y | +95.4% | -38.8% | +134.2% | +109.4% |
| All | +201.5% | -64.3% | +265.7% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling