+158.9%
CAT vs SU
+129.2%
+29.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.4% |
| 7D | +1.7% | -4.3% | +6.0% | +3.0% |
| 30D | -24.6% | -6.2% | -18.4% | -23.4% |
| 3M | -28.5% | +9.7% | -38.2% | -30.7% |
| 6M | -34.8% | +7.3% | -42.1% | -36.7% |
| YTD | +5.9% | +58.7% | -52.8% | -13.2% |
| 1Y | +6.8% | +59.7% | -52.9% | -12.8% |
| All | +158.9% | +129.2% | +29.8% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling