+192.1%
CAT vs SW
-1.6%
+193.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.1% |
| 7D | -14.5% | +4.7% | -19.1% | -15.1% |
| 30D | -35.7% | +5.0% | -40.7% | -36.3% |
| 3M | -36.3% | -7.3% | -29.0% | -35.7% |
| 6M | -38.5% | +15.0% | -53.5% | -40.2% |
| YTD | -2.5% | +18.5% | -21.1% | -5.8% |
| 1Y | -1.9% | +27.1% | -29.0% | -6.1% |
| 3Y | +139.2% | +49.3% | +89.9% | +124.8% |
| 5Y | +192.1% | -1.6% | +193.8% | +165.2% |
| All | +192.1% | -1.6% | +193.8% | +165.2% |
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