+674.0%
CAT vs SLV
+163.3%
+510.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.1% | -1.7% |
| 7D | -6.3% | +3.7% | -10.0% | -7.0% |
| 30D | -26.8% | -15.2% | -11.6% | -24.4% |
| 3M | -30.0% | -21.8% | -8.3% | -26.7% |
| 6M | -34.6% | -36.3% | +1.8% | -29.0% |
| YTD | +2.9% | -27.8% | +30.8% | +5.7% |
| 1Y | +3.3% | +1.5% | +1.8% | -1.4% |
| 3Y | +153.7% | +128.5% | +25.2% | +103.3% |
| 5Y | +207.3% | +103.2% | +104.1% | +147.1% |
| 10Y | +674.0% | +164.7% | +509.3% | +457.0% |
| All | +674.0% | +163.3% | +510.7% | +457.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling