+16,011.1%
STX vs CAT
+6,224.6%
+9,786.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.3% |
| 7D | +2.4% | +1.7% | +0.6% | +1.3% |
| 30D | +1.4% | -6.6% | +7.9% | +6.0% |
| 3M | -8.2% | -13.3% | +5.1% | +1.4% |
| 6M | +127.0% | +11.6% | +115.4% | +116.7% |
| YTD | +209.1% | +42.9% | +166.2% | +156.4% |
| 1Y | +365.4% | +95.4% | +270.0% | +227.1% |
| 3Y | +1,135.4% | +196.6% | +938.8% | +577.2% |
| 5Y | +991.5% | +321.7% | +669.9% | +376.4% |
| 10Y | +3,695.8% | +1,140.8% | +2,555.0% | +718.2% |
| All | +16,011.1% | +6,224.6% | +9,786.5% | +1,166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling