+95.4%
CAT vs SYY
+1.0%
+94.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +1.7% | -2.3% | +4.0% | +2.0% |
| 30D | -6.6% | -4.9% | -1.6% | -5.9% |
| 3M | -13.3% | +8.4% | -21.7% | -15.4% |
| 6M | +11.6% | -7.4% | +19.0% | +11.2% |
| YTD | +42.9% | +11.0% | +32.0% | +43.2% |
| 1Y | +95.4% | -0.2% | +95.7% | +98.8% |
| All | +95.4% | +1.0% | +94.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling