+19,008.0%
CAT vs SYY
+4,395.2%
+14,612.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.5% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | -25.0% | +0.3% | -25.3% | -25.5% |
| 3M | -28.7% | -6.3% | -22.4% | -27.4% |
| 6M | -33.0% | +9.7% | -42.7% | -36.1% |
| YTD | +5.4% | +9.4% | -4.0% | -0.1% |
| 1Y | +7.3% | +7.3% | 0.0% | +2.3% |
| 3Y | +166.0% | +27.6% | +138.4% | +134.3% |
| 5Y | +210.1% | +12.5% | +197.6% | +183.6% |
| 10Y | +712.5% | +87.4% | +625.1% | +470.1% |
| All | +19,008.0% | +4,395.2% | +14,612.7% | +4,598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling