-34.8%
CAT vs STT
+17.3%
-52.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | -24.6% | -0.4% | -24.1% | -24.4% |
| 3M | -28.5% | -6.5% | -22.0% | -25.2% |
| 6M | -34.8% | +17.2% | -52.0% | -41.1% |
| All | -34.8% | +17.3% | -52.1% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling