+688.6%
CAT vs STRL
+3,697.3%
-3,008.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | 0.0% |
| 7D | +7.4% | +15.7% | -8.2% | +3.0% |
| 30D | -19.7% | -35.5% | +15.8% | -10.2% |
| 3M | -29.6% | -47.1% | +17.5% | -17.1% |
| 6M | -33.2% | -65.8% | +32.6% | -13.1% |
| YTD | +5.7% | -4.5% | +10.2% | -1.2% |
| 1Y | +9.3% | -10.5% | +19.8% | +3.7% |
| 3Y | +158.3% | +340.6% | -182.3% | +42.7% |
| 5Y | +211.6% | +911.0% | -699.4% | +28.1% |
| All | +688.6% | +3,697.3% | -3,008.6% | +120.6% |
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