+9,185.1%
CAT vs STM
+1,727.7%
+7,457.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.4% | +6.0% | -2.8% |
| 7D | -14.5% | -20.1% | +5.6% | -8.9% |
| 30D | -35.7% | -32.0% | -3.8% | -28.4% |
| 3M | -36.3% | -24.2% | -12.1% | -31.4% |
| 6M | -38.5% | -29.9% | -8.6% | -33.3% |
| YTD | -2.5% | +54.9% | -57.4% | -15.9% |
| 1Y | -1.9% | +68.0% | -69.9% | -17.3% |
| 3Y | +139.2% | -0.1% | +139.3% | +122.8% |
| 5Y | +192.1% | -17.9% | +210.0% | +177.7% |
| 10Y | +732.3% | +392.2% | +340.0% | +348.4% |
| All | +9,185.1% | +1,727.7% | +7,457.4% | +3,166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling