+95.4%
CAT vs SLV
+60.8%
+34.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -6.6% | +6.7% | -13.2% | -7.7% |
| 3M | -13.3% | -10.7% | -2.6% | -12.0% |
| 6M | +11.6% | -20.6% | +32.2% | +14.5% |
| YTD | +42.9% | -7.1% | +50.1% | +38.7% |
| 1Y | +95.4% | +62.0% | +33.5% | +81.4% |
| All | +95.4% | +60.8% | +34.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 1y: compounded portfolio wealth divided by compounded SLV 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…
1y analysis · Full analysis span regression · 6 months rolling