+19,050.1%
CAT vs SU
+62,578.4%
-43,528.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +7.4% | +1.7% | +5.7% | +7.4% |
| 30D | -19.7% | -7.9% | -11.8% | -19.7% |
| 3M | -29.6% | +7.5% | -37.1% | -29.6% |
| 6M | -33.2% | +7.2% | -40.4% | -33.2% |
| YTD | +5.7% | +60.9% | -55.3% | +5.6% |
| 1Y | +9.3% | +63.6% | -54.3% | +9.3% |
| 3Y | +158.3% | +128.9% | +29.5% | +158.0% |
| 5Y | +211.6% | +228.3% | -16.7% | +211.0% |
| 10Y | +698.5% | +240.6% | +457.9% | +696.8% |
| All | +19,050.1% | +62,578.4% | -43,528.3% | +19,099.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling