-41.3%
STX vs CAT
-38.6%
-2.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.1% |
| 7D | -28.5% | -10.3% | -18.2% | -19.4% |
| 30D | -42.9% | -31.2% | -11.7% | -17.1% |
| 3M | -45.9% | -34.7% | -11.3% | -17.4% |
| 6M | -41.3% | -39.5% | -1.8% | 0.0% |
| All | -41.3% | -38.6% | -2.7% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling