+725.3%
CAT vs SUI
+115.7%
+609.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -10.3% | +6.2% | -16.5% | -11.7% |
| 30D | -31.2% | +8.6% | -39.8% | -32.8% |
| 3M | -34.7% | +1.0% | -35.7% | -35.1% |
| 6M | -39.5% | -2.6% | -36.9% | -39.6% |
| YTD | -1.7% | -0.1% | -1.5% | -2.7% |
| 1Y | -1.1% | +0.5% | -1.6% | -2.3% |
| 3Y | +143.9% | +15.3% | +128.6% | +128.7% |
| 5Y | +194.8% | -26.1% | +220.9% | +207.9% |
| All | +725.3% | +115.7% | +609.6% | +632.3% |
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