+688.6%
CAT vs STM
+470.7%
+217.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +7.4% | +12.0% | -4.6% | +3.6% |
| 30D | -19.7% | -0.4% | -19.3% | -19.8% |
| 3M | -29.6% | -13.2% | -16.4% | -26.6% |
| 6M | -33.2% | -26.1% | -7.1% | -27.9% |
| YTD | +5.7% | +81.2% | -75.5% | -15.0% |
| 1Y | +9.3% | +98.3% | -89.0% | -14.6% |
| 3Y | +158.3% | +16.7% | +141.6% | +125.0% |
| 5Y | +211.6% | -4.8% | +216.4% | +178.2% |
| All | +688.6% | +470.7% | +217.9% | +316.2% |
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