+18,551.4%
CAT vs SYY
+4,352.2%
+14,199.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -6.3% | +4.7% | -11.1% | -8.0% |
| 30D | -26.8% | -0.7% | -26.1% | -27.0% |
| 3M | -30.0% | -6.8% | -23.3% | -28.6% |
| 6M | -34.6% | +8.6% | -43.2% | -37.4% |
| YTD | +2.9% | +8.4% | -5.5% | -2.1% |
| 1Y | +3.3% | +7.1% | -3.8% | -1.4% |
| 3Y | +153.7% | +25.2% | +128.5% | +125.1% |
| 5Y | +207.3% | +13.0% | +194.3% | +180.6% |
| 10Y | +674.0% | +88.9% | +585.1% | +441.5% |
| All | +18,551.4% | +4,352.2% | +14,199.2% | +4,503.0% |
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 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