+123.8%
STX vs CAT
+5.5%
+118.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.2% | -2.9% | -3.0% |
| 7D | -20.2% | -17.1% | -3.1% | -4.8% |
| 30D | -37.2% | -30.1% | -7.1% | -11.6% |
| 3M | -34.1% | -32.4% | -1.7% | -3.8% |
| 6M | -24.5% | -32.1% | +7.7% | +11.9% |
| YTD | +102.9% | +4.1% | +98.8% | +76.3% |
| 1Y | +123.8% | +8.9% | +114.9% | +74.3% |
| All | +123.8% | +5.5% | +118.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling