+30,540.1%
CAT vs STRL
+19,359.6%
+11,180.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | +1.3% |
| 7D | +1.7% | +3.4% | -1.7% | +1.5% |
| 30D | -6.6% | -9.2% | +2.7% | -5.9% |
| 3M | -13.3% | -51.0% | +37.8% | -9.0% |
| 6M | +11.6% | +15.8% | -4.2% | +9.4% |
| YTD | +42.9% | +58.9% | -15.9% | +37.1% |
| 1Y | +95.4% | +68.5% | +26.9% | +86.3% |
| 3Y | +196.6% | +485.2% | -288.6% | +157.7% |
| 5Y | +321.7% | +2,005.1% | -1,683.5% | +237.8% |
| 10Y | +1,140.8% | +7,118.0% | -5,977.2% | +821.0% |
| All | +30,540.1% | +19,359.6% | +11,180.5% | +20,434.7% |
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