+1,134.9%
CAT vs SUI
+110.1%
+1,024.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +1.7% | -2.8% | +4.5% | +2.4% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -13.3% | -1.7% | -11.6% | -13.4% |
| 6M | +11.6% | -10.5% | +22.1% | +14.3% |
| YTD | +42.9% | -1.8% | +44.8% | +42.6% |
| 1Y | +95.4% | -4.1% | +99.5% | +95.8% |
| 3Y | +196.6% | +11.3% | +185.3% | +181.5% |
| 5Y | +321.7% | -32.1% | +353.8% | +351.7% |
| All | +1,134.9% | +110.1% | +1,024.8% | +985.6% |
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