+16,428.7%
CAT vs SUI
+4,037.5%
+12,391.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | +1.7% | -2.8% | +4.5% | +2.8% |
| 30D | -6.6% | -1.2% | -5.4% | -6.2% |
| 3M | -13.3% | -1.7% | -11.6% | -13.5% |
| 6M | +11.6% | -10.5% | +22.1% | +15.4% |
| YTD | +42.9% | -1.8% | +44.8% | +42.4% |
| 1Y | +95.4% | -4.1% | +99.5% | +95.8% |
| 3Y | +196.6% | +11.3% | +185.3% | +175.1% |
| 5Y | +321.7% | -32.1% | +353.8% | +363.3% |
| 10Y | +1,140.8% | +110.4% | +1,030.3% | +708.7% |
| All | +16,428.7% | +4,037.5% | +12,391.2% | +3,754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling