+700.3%
CAT vs SUI
+120.9%
+579.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +1.7% | -2.4% | +4.2% | +2.3% |
| 30D | -24.6% | +3.3% | -27.9% | -25.4% |
| 3M | -28.5% | +0.7% | -29.2% | -29.0% |
| 6M | -34.8% | -4.1% | -30.7% | -34.8% |
| YTD | +5.9% | -1.8% | +7.7% | +5.2% |
| 1Y | +6.8% | -4.1% | +10.9% | +6.8% |
| 3Y | +161.1% | +17.4% | +143.7% | +143.1% |
| 5Y | +213.4% | -27.0% | +240.4% | +228.6% |
| 10Y | +700.3% | +121.2% | +579.1% | +563.1% |
| All | +700.3% | +120.9% | +579.5% | +563.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling