+25,808.1%
CAT vs SU
+60,256.6%
-34,448.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.7% | +3.6% | -1.9% | +1.7% |
| 30D | -6.6% | +7.9% | -14.4% | -6.6% |
| 3M | -13.3% | +3.5% | -16.8% | -13.3% |
| 6M | +11.6% | +19.0% | -7.3% | +11.6% |
| YTD | +42.9% | +55.0% | -12.0% | +42.9% |
| 1Y | +95.4% | +71.2% | +24.2% | +95.3% |
| 3Y | +196.6% | +117.4% | +79.2% | +196.2% |
| 5Y | +321.7% | +335.2% | -13.5% | +320.7% |
| 10Y | +1,140.8% | +248.7% | +892.0% | +1,138.3% |
| All | +25,808.1% | +60,256.6% | -34,448.5% | +25,876.6% |
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