+148.2%
CAT vs SYY
+24.0%
+124.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -10.3% | -7.3% | -3.0% | -9.0% |
| 30D | -31.2% | +0.1% | -31.3% | -31.5% |
| 3M | -34.7% | -8.2% | -26.4% | -33.6% |
| 6M | -39.5% | +6.3% | -45.7% | -41.4% |
| YTD | -1.7% | +7.3% | -9.0% | -5.2% |
| 1Y | -1.1% | +8.5% | -9.6% | -5.2% |
| All | +148.2% | +24.0% | +124.2% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling