+201.7%
CAT vs SYY
+26.8%
+174.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | -6.6% | -4.9% | -1.6% | -5.4% |
| 3M | -13.3% | +8.4% | -21.7% | -15.8% |
| 6M | +11.6% | -7.4% | +19.0% | +13.0% |
| YTD | +42.9% | +11.0% | +32.0% | +37.5% |
| 1Y | +95.4% | -0.2% | +95.7% | +94.2% |
| All | +201.7% | +26.8% | +174.9% | +179.7% |
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