+9,268.8%
CAT vs STM
+1,808.6%
+7,460.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.4% |
| 7D | -10.3% | -10.7% | +0.4% | -7.4% |
| 30D | -31.2% | -25.7% | -5.5% | -25.3% |
| 3M | -34.7% | -21.6% | -13.1% | -30.3% |
| 6M | -39.5% | -27.8% | -11.7% | -34.9% |
| YTD | -1.7% | +61.8% | -63.4% | -16.2% |
| 1Y | -1.1% | +78.1% | -79.2% | -18.0% |
| 3Y | +143.9% | +4.9% | +139.0% | +123.9% |
| 5Y | +194.8% | -14.3% | +209.0% | +176.7% |
| 10Y | +739.8% | +414.1% | +325.7% | +346.7% |
| All | +9,268.8% | +1,808.6% | +7,460.1% | +3,154.2% |
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 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