+443.6%
STX vs CAT
+181.1%
+262.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -28.5% | -10.3% | -18.2% | -22.1% |
| 30D | -42.9% | -31.2% | -11.7% | -25.3% |
| 3M | -45.9% | -34.7% | -11.3% | -26.7% |
| 6M | -41.3% | -39.5% | -1.8% | -15.2% |
| YTD | +67.9% | -1.7% | +69.6% | +78.4% |
| 1Y | +66.5% | -1.1% | +67.6% | +77.0% |
| 3Y | +588.0% | +143.9% | +444.1% | +355.1% |
| All | +443.6% | +181.1% | +262.5% | +225.0% |
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