+8.9%
CAT vs SU
+88.1%
-79.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -5.2% |
| 7D | -17.1% | -7.1% | -10.0% | -17.2% |
| 30D | -30.1% | +4.8% | -34.9% | -30.0% |
| 3M | -32.4% | +12.5% | -44.9% | -32.2% |
| 6M | -32.1% | +6.5% | -38.6% | -31.4% |
| YTD | +4.1% | +65.8% | -61.7% | -8.5% |
| 1Y | +8.9% | +86.2% | -77.2% | -7.2% |
| All | +8.9% | +88.1% | -79.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling