+19,095.1%
CAT vs SU
+61,726.7%
-42,631.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.9% |
| 7D | +1.7% | -4.3% | +6.0% | +1.8% |
| 30D | -24.6% | -6.2% | -18.4% | -24.6% |
| 3M | -28.5% | +9.7% | -38.2% | -28.5% |
| 6M | -34.8% | +7.3% | -42.1% | -34.8% |
| YTD | +5.9% | +58.7% | -52.8% | +5.8% |
| 1Y | +6.8% | +59.7% | -52.9% | +6.8% |
| 3Y | +161.1% | +129.2% | +31.9% | +160.7% |
| 5Y | +213.4% | +223.7% | -10.3% | +212.9% |
| 10Y | +700.3% | +235.9% | +464.4% | +698.7% |
| All | +19,095.1% | +61,726.7% | -42,631.7% | +19,144.9% |
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 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