+674.0%
CAT vs STM
+431.2%
+242.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.5% |
| 7D | -6.3% | -7.9% | +1.6% | -3.8% |
| 30D | -26.8% | -14.1% | -12.7% | -23.3% |
| 3M | -30.0% | -17.6% | -12.4% | -25.8% |
| 6M | -34.6% | -24.2% | -10.3% | -30.1% |
| YTD | +2.9% | +73.3% | -70.4% | -16.0% |
| 1Y | +3.3% | +90.1% | -86.8% | -18.2% |
| 3Y | +153.7% | +10.3% | +143.3% | +125.0% |
| 5Y | +207.3% | -5.7% | +213.0% | +175.1% |
| 10Y | +674.0% | +444.1% | +229.9% | +315.3% |
| All | +674.0% | +431.2% | +242.8% | +315.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling