+1,345.7%
CAT vs STLA
+190.5%
+1,155.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -5.3% |
| 7D | -14.5% | -5.5% | -8.9% | -13.4% |
| 30D | -35.7% | -3.7% | -32.0% | -35.4% |
| 3M | -36.3% | -21.1% | -15.2% | -33.4% |
| 6M | -38.5% | -38.3% | -0.2% | -32.3% |
| YTD | -2.5% | -59.2% | +56.7% | +16.2% |
| 1Y | -1.9% | -56.7% | +54.8% | +15.0% |
| 3Y | +139.2% | -74.3% | +213.5% | +207.9% |
| 5Y | +192.1% | -70.2% | +262.4% | +255.8% |
| 10Y | +732.3% | +23.4% | +708.9% | +680.7% |
| All | +1,345.7% | +190.5% | +1,155.1% | +1,187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling