+333.5%
CAT vs SYY
+18.1%
+315.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.6% | -2.8% | +8.3% | +6.6% |
| 30D | -2.3% | -5.3% | +2.9% | -0.5% |
| 3M | -10.0% | +5.1% | -15.1% | -12.1% |
| 6M | +21.2% | -5.0% | +26.2% | +22.3% |
| YTD | +44.4% | +10.7% | +33.8% | +37.1% |
| 1Y | +96.3% | +0.7% | +95.6% | +93.0% |
| 3Y | +203.9% | +24.0% | +179.9% | +169.5% |
| 5Y | +333.5% | +19.3% | +314.2% | +279.5% |
| All | +333.5% | +18.1% | +315.4% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling