+332.7%
CAT vs SU
+360.6%
-27.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +2.9% | +1.6% | +1.4% | +2.4% |
| 30D | -2.6% | +10.7% | -13.4% | -6.3% |
| 3M | -10.7% | +13.5% | -24.2% | -15.3% |
| 6M | +16.1% | +21.8% | -5.7% | +5.9% |
| YTD | +43.2% | +58.8% | -15.6% | +17.2% |
| 1Y | +96.8% | +72.0% | +24.8% | +55.4% |
| 3Y | +201.4% | +121.7% | +79.6% | +111.0% |
| 5Y | +332.7% | +350.4% | -17.7% | +123.4% |
| All | +332.7% | +360.6% | -27.9% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling