+2,071.0%
STX vs CAT
+725.4%
+1,345.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.2% | +2.6% | +5.3% |
| 7D | -14.8% | -2.4% | -12.4% | -12.8% |
| 30D | -35.4% | -25.0% | -10.4% | -22.5% |
| 3M | -37.7% | -28.7% | -9.0% | -23.0% |
| 6M | -35.2% | -33.0% | -2.2% | -16.0% |
| YTD | +84.4% | +5.4% | +79.0% | +85.7% |
| 1Y | +82.3% | +7.3% | +75.0% | +82.5% |
| 3Y | +646.2% | +166.0% | +480.2% | +367.7% |
| 5Y | +487.4% | +210.1% | +277.3% | +231.8% |
| 10Y | +2,071.0% | +712.5% | +1,358.5% | +645.3% |
| All | +2,071.0% | +725.4% | +1,345.7% | +645.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling