+1,157.1%
CAT vs SYY
+102.5%
+1,054.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.7% |
| 7D | +2.9% | -0.2% | +3.2% | +3.0% |
| 30D | -2.6% | -2.7% | +0.1% | -1.7% |
| 3M | -10.7% | +5.9% | -16.6% | -13.0% |
| 6M | +16.1% | -2.3% | +18.5% | +16.0% |
| YTD | +43.2% | +13.1% | +30.1% | +34.9% |
| 1Y | +96.8% | +3.8% | +93.1% | +91.1% |
| 3Y | +201.4% | +26.7% | +174.6% | +167.2% |
| 5Y | +332.7% | +19.4% | +313.3% | +288.6% |
| 10Y | +1,157.1% | +112.0% | +1,045.1% | +832.1% |
| All | +1,157.1% | +102.5% | +1,054.6% | +832.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling