+20,790.9%
CAT vs STRL
+9,673.6%
+11,117.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.9% | +7.5% | -5.3% |
| 7D | -14.5% | -34.6% | +20.1% | -11.9% |
| 30D | -35.7% | -56.7% | +20.9% | -31.7% |
| 3M | -36.3% | -54.4% | +18.1% | -32.6% |
| 6M | -38.5% | -69.7% | +31.1% | -33.3% |
| YTD | -2.5% | -20.2% | +17.7% | -1.8% |
| 1Y | -1.9% | -40.6% | +38.7% | +0.6% |
| 3Y | +139.2% | +221.7% | -82.5% | +117.1% |
| 5Y | +192.1% | +799.0% | -606.8% | +148.2% |
| 10Y | +732.3% | +3,451.5% | -2,719.2% | +549.8% |
| All | +20,790.9% | +9,673.6% | +11,117.3% | +14,605.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling