-1.1%
CAT vs STM
+75.4%
-76.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.8% |
| 7D | -10.3% | -10.7% | +0.4% | -6.3% |
| 30D | -31.2% | -25.7% | -5.5% | -23.2% |
| 3M | -34.7% | -21.6% | -13.1% | -28.7% |
| 6M | -39.5% | -27.8% | -11.7% | -33.7% |
| YTD | -1.7% | +61.8% | -63.4% | -22.8% |
| 1Y | -1.1% | +78.1% | -79.2% | -24.7% |
| All | -1.1% | +75.4% | -76.6% | -24.7% |
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