+1,134.9%
CAT vs STT
+267.1%
+867.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | +1.7% | +0.5% | +1.2% | +1.4% |
| 30D | -6.6% | +3.9% | -10.4% | -8.5% |
| 3M | -13.3% | +20.0% | -33.2% | -21.6% |
| 6M | +11.6% | +55.3% | -43.7% | -12.3% |
| YTD | +42.9% | +53.3% | -10.4% | +12.9% |
| 1Y | +95.4% | +74.7% | +20.7% | +43.4% |
| 3Y | +196.6% | +205.8% | -9.2% | +59.9% |
| 5Y | +321.7% | +145.0% | +176.7% | +143.8% |
| All | +1,134.9% | +267.1% | +867.8% | +434.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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