+725.3%
CAT vs STRL
+3,580.1%
-2,854.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.1% |
| 7D | -10.3% | -26.9% | +16.6% | -2.8% |
| 30D | -31.2% | -52.7% | +21.5% | -16.0% |
| 3M | -34.7% | -52.8% | +18.2% | -20.5% |
| 6M | -39.5% | -71.5% | +32.0% | -17.0% |
| YTD | -1.7% | -17.4% | +15.8% | -4.2% |
| 1Y | -1.1% | -35.0% | +33.8% | +2.4% |
| 3Y | +143.9% | +239.2% | -95.4% | +44.2% |
| 5Y | +194.8% | +830.2% | -635.4% | +23.4% |
| All | +725.3% | +3,580.1% | -2,854.7% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling