+712.5%
CAT vs STM
+433.9%
+278.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +5.0% |
| 7D | -2.4% | -5.6% | +3.2% | -0.6% |
| 30D | -25.0% | -14.4% | -10.6% | -21.3% |
| 3M | -28.7% | -20.5% | -8.3% | -23.6% |
| 6M | -33.0% | -24.5% | -8.5% | -28.3% |
| YTD | +5.4% | +72.7% | -67.3% | -13.8% |
| 1Y | +7.3% | +91.0% | -83.8% | -15.1% |
| 3Y | +166.0% | +13.5% | +152.5% | +133.9% |
| 5Y | +210.1% | -9.2% | +219.3% | +181.1% |
| 10Y | +712.5% | +422.5% | +290.0% | +365.1% |
| All | +712.5% | +433.9% | +278.6% | +365.1% |
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