-38.5%
CAT vs STM
-28.4%
-10.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.4% | +6.0% | -1.8% |
| 7D | -14.5% | -20.1% | +5.6% | -7.2% |
| 30D | -35.7% | -32.0% | -3.8% | -26.4% |
| 3M | -36.3% | -24.2% | -12.1% | -29.9% |
| 6M | -38.5% | -29.9% | -8.6% | -31.3% |
| All | -38.5% | -28.4% | -10.1% | -31.3% |
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