+588.0%
STX vs CAT
+140.6%
+447.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | -28.5% | -10.3% | -18.2% | -20.9% |
| 30D | -42.9% | -31.2% | -11.7% | -21.5% |
| 3M | -45.9% | -34.7% | -11.3% | -22.5% |
| 6M | -41.3% | -39.5% | -1.8% | -9.4% |
| YTD | +67.9% | -1.7% | +69.6% | +77.3% |
| 1Y | +66.5% | -1.1% | +67.6% | +75.8% |
| 3Y | +588.0% | +143.9% | +444.1% | +369.1% |
| All | +588.0% | +140.6% | +447.4% | +369.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling