+5.8%
CAT vs STRL
-26.3%
+32.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +15.0% | -7.8% | +3.1% |
| 7D | -2.4% | -13.3% | +10.9% | +0.4% |
| 30D | -25.0% | -43.3% | +18.3% | -14.0% |
| 3M | -28.7% | -46.9% | +18.1% | -17.1% |
| 6M | -33.0% | -65.6% | +32.6% | -14.5% |
| YTD | +5.4% | -5.1% | +10.5% | -3.4% |
| All | +5.8% | -26.3% | +32.1% | +2.3% |
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