+326.0%
CAT vs STM
+20.8%
+305.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.1% |
| 7D | +1.7% | +5.8% | -4.1% | 0.0% |
| 30D | -6.6% | -1.0% | -5.6% | -6.4% |
| 3M | -13.3% | -33.3% | +20.0% | -3.1% |
| 6M | +11.6% | +57.4% | -45.7% | -4.3% |
| YTD | +42.9% | +102.2% | -59.2% | +13.5% |
| 1Y | +95.4% | +99.6% | -4.2% | +54.6% |
| 3Y | +196.6% | +14.5% | +182.1% | +158.7% |
| All | +326.0% | +20.8% | +305.2% | +242.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling