+213.9%
CAT vs STLA
-74.6%
+288.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +7.4% | -13.8% | +21.2% | +11.4% |
| 30D | -19.7% | -10.5% | -9.1% | -17.9% |
| 3M | -29.6% | -28.9% | -0.7% | -24.0% |
| 6M | -33.2% | -49.7% | +16.5% | -21.1% |
| YTD | +5.7% | -64.9% | +70.6% | +35.3% |
| 1Y | +9.3% | -64.0% | +73.4% | +38.4% |
| 3Y | +158.3% | -77.4% | +235.8% | +263.4% |
| All | +213.9% | -74.6% | +288.5% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling