+8.9%
CAT vs STM
+92.4%
-83.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.8% | -2.9% |
| 7D | -17.1% | -6.0% | -11.1% | -15.2% |
| 30D | -30.1% | -20.9% | -9.2% | -23.7% |
| 3M | -32.4% | -15.8% | -16.6% | -28.2% |
| 6M | -32.1% | -17.0% | -15.1% | -29.6% |
| YTD | +4.1% | +76.8% | -72.7% | -21.4% |
| 1Y | +8.9% | +96.5% | -87.6% | -21.0% |
| All | +8.9% | +92.4% | -83.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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