+201.5%
CAT vs STM
+16.2%
+185.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.1% |
| 7D | +1.7% | +5.8% | -4.1% | -0.1% |
| 30D | -6.6% | -1.0% | -5.6% | -6.4% |
| 3M | -13.3% | -33.3% | +20.0% | -2.8% |
| 6M | +11.6% | +57.4% | -45.7% | -4.8% |
| YTD | +42.9% | +102.2% | -59.2% | +13.0% |
| 1Y | +95.4% | +99.6% | -4.2% | +53.7% |
| All | +201.5% | +16.2% | +185.3% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling