-33.4%
CAT vs SUNB
+15.1%
-48.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.6% |
| 7D | +9.3% | +7.1% | +2.2% | +5.9% |
| 30D | -21.5% | +5.4% | -26.9% | -23.3% |
| 3M | -29.1% | +1.7% | -30.8% | -29.5% |
| 6M | -33.4% | +14.1% | -47.4% | -38.9% |
| All | -33.4% | +15.1% | -48.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling