+1,123.7%
CAT vs SU
+267.8%
+856.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | -4.5% | +9.6% | -14.2% | -8.0% |
| 3M | -5.8% | +11.7% | -17.5% | -10.4% |
| 6M | +12.7% | +21.9% | -9.2% | +2.6% |
| YTD | +41.4% | +58.6% | -17.3% | +15.8% |
| 1Y | +92.1% | +66.5% | +25.5% | +53.8% |
| 3Y | +197.5% | +121.4% | +76.0% | +109.0% |
| 5Y | +327.9% | +355.7% | -27.8% | +118.7% |
| All | +1,123.7% | +267.8% | +856.0% | +562.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling