+8.9%
CAT vs STRL
-30.1%
+39.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -21.5% | +16.2% | +0.5% |
| 7D | -17.1% | -27.1% | +9.9% | -10.4% |
| 30D | -30.1% | -45.8% | +15.7% | -18.6% |
| 3M | -32.4% | -47.6% | +15.2% | -20.8% |
| 6M | -32.1% | -46.4% | +14.3% | -22.7% |
| YTD | +4.1% | -7.4% | +11.5% | -3.8% |
| 1Y | +8.9% | -25.9% | +34.8% | +6.5% |
| All | +8.9% | -30.1% | +39.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling