+143.9%
CAT vs STT
+165.4%
-21.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | -2.5% | -7.8% | -8.8% |
| 30D | -31.2% | -5.0% | -26.2% | -28.8% |
| 3M | -34.7% | -10.5% | -24.2% | -29.7% |
| 6M | -39.5% | +10.0% | -49.5% | -43.2% |
| YTD | -1.7% | +30.7% | -32.3% | -17.7% |
| 1Y | -1.1% | +43.8% | -44.9% | -22.2% |
| 3Y | +143.9% | +168.1% | -24.2% | +26.2% |
| All | +143.9% | +165.4% | -21.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling