+695.3%
CAT vs STRL
+3,816.9%
-3,121.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | +9.3% | +23.4% | -14.1% | +2.9% |
| 30D | -21.5% | -39.5% | +18.0% | -10.7% |
| 3M | -29.1% | -45.1% | +16.0% | -17.4% |
| 6M | -33.4% | -64.6% | +31.2% | -14.1% |
| YTD | +6.6% | -1.5% | +8.1% | -1.2% |
| 1Y | +6.5% | -20.8% | +27.3% | +4.3% |
| 3Y | +162.7% | +353.1% | -190.4% | +43.9% |
| 5Y | +214.2% | +942.9% | -728.7% | +28.1% |
| All | +695.3% | +3,816.9% | -3,121.6% | +120.5% |
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 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