+1,883.6%
STX vs CAT
+725.4%
+1,158.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -28.5% | -10.3% | -18.2% | -23.0% |
| 30D | -42.9% | -31.2% | -11.7% | -28.0% |
| 3M | -45.9% | -34.7% | -11.3% | -29.7% |
| 6M | -41.3% | -39.5% | -1.8% | -19.3% |
| YTD | +67.9% | -1.7% | +69.6% | +76.3% |
| 1Y | +66.5% | -1.1% | +67.6% | +74.9% |
| 3Y | +588.0% | +143.9% | +444.1% | +354.8% |
| 5Y | +449.1% | +194.8% | +254.3% | +221.4% |
| All | +1,883.6% | +725.4% | +1,158.2% | +642.1% |
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