+183.3%
CAT vs STLA
-70.1%
+253.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -4.5% | -5.8% | -9.3% |
| 30D | -31.2% | -3.9% | -27.3% | -30.8% |
| 3M | -34.7% | -20.2% | -14.5% | -31.4% |
| 6M | -39.5% | -42.2% | +2.7% | -31.0% |
| YTD | -1.7% | -59.3% | +57.7% | +21.4% |
| 1Y | -1.1% | -56.1% | +54.9% | +18.6% |
| 3Y | +143.9% | -73.7% | +217.5% | +230.0% |
| All | +183.3% | -70.1% | +253.3% | +250.0% |
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