+1,019.5%
STX vs CAT
+322.3%
+697.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.1% |
| 7D | +2.4% | +1.7% | +0.6% | +1.1% |
| 30D | +1.4% | -6.6% | +7.9% | +6.8% |
| 3M | -8.2% | -13.3% | +5.1% | +3.0% |
| 6M | +127.0% | +11.6% | +115.4% | +116.3% |
| YTD | +209.1% | +42.9% | +166.2% | +153.0% |
| 1Y | +365.4% | +95.4% | +270.0% | +224.3% |
| 3Y | +1,135.4% | +196.6% | +938.8% | +586.7% |
| All | +1,019.5% | +322.3% | +697.2% | +408.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling