+192.1%
CAT vs SUI
-25.7%
+217.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.5% |
| 7D | -14.5% | +8.8% | -23.2% | -15.9% |
| 30D | -35.7% | +8.9% | -44.7% | -36.9% |
| 3M | -36.3% | +2.0% | -38.3% | -36.7% |
| 6M | -38.5% | -0.6% | -37.9% | -38.8% |
| YTD | -2.5% | +1.3% | -3.9% | -3.6% |
| 1Y | -1.9% | +1.3% | -3.2% | -3.0% |
| 3Y | +139.2% | +16.3% | +122.9% | +124.2% |
| 5Y | +192.1% | -25.1% | +217.2% | +206.7% |
| All | +192.1% | -25.7% | +217.8% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling