+215.5%
CAT vs SW
-0.1%
+215.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -5.9% |
| 7D | -17.1% | +12.1% | -29.2% | -18.7% |
| 30D | -30.1% | +6.6% | -36.7% | -30.9% |
| 3M | -32.4% | -6.0% | -26.4% | -31.9% |
| 6M | -32.1% | +21.5% | -53.6% | -34.5% |
| YTD | +4.1% | +20.3% | -16.2% | +0.4% |
| 1Y | +8.9% | +28.1% | -19.2% | +4.1% |
| 3Y | +155.5% | +51.6% | +103.9% | +139.5% |
| 5Y | +215.5% | -0.1% | +215.7% | +185.9% |
| All | +215.5% | -0.1% | +215.7% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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