+96.8%
CAT vs SYY
+3.3%
+93.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +2.9% | -0.2% | +3.2% | +3.0% |
| 30D | -2.6% | -2.7% | +0.1% | -2.2% |
| 3M | -10.7% | +5.9% | -16.6% | -12.1% |
| 6M | +16.1% | -2.3% | +18.5% | +15.0% |
| YTD | +43.2% | +13.1% | +30.1% | +43.4% |
| 1Y | +96.8% | +3.8% | +93.1% | +98.1% |
| All | +96.8% | +3.3% | +93.5% | +98.1% |
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 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