+11.6%
CAT vs STM
+62.8%
-51.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.0% |
| 7D | +1.7% | +5.8% | -4.1% | -0.5% |
| 30D | -6.6% | -1.0% | -5.6% | -6.3% |
| 3M | -13.3% | -33.3% | +20.0% | 0.0% |
| 6M | +11.6% | +57.4% | -45.7% | -19.2% |
| All | +11.6% | +62.8% | -51.2% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling