+19,095.1%
CAT vs STT
+6,635.6%
+12,459.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -24.6% | -0.4% | -24.1% | -24.4% |
| 3M | -28.5% | -6.5% | -22.0% | -26.6% |
| 6M | -34.8% | +17.2% | -52.0% | -38.5% |
| YTD | +5.9% | +38.2% | -32.3% | -5.8% |
| 1Y | +6.8% | +49.3% | -42.5% | -7.6% |
| 3Y | +161.1% | +181.9% | -20.8% | +78.8% |
| 5Y | +213.4% | +106.9% | +106.5% | +133.9% |
| 10Y | +700.3% | +203.1% | +497.2% | +409.0% |
| All | +19,095.1% | +6,635.6% | +12,459.5% | +3,799.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling