+96.3%
CAT vs SLV
+58.0%
+38.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +5.6% | +2.5% | +3.1% | +5.1% |
| 30D | -2.3% | +3.3% | -5.6% | -2.9% |
| 3M | -10.0% | -3.6% | -6.4% | -9.8% |
| 6M | +21.2% | -21.8% | +43.1% | +24.7% |
| YTD | +44.4% | -7.8% | +52.3% | +40.3% |
| 1Y | +96.3% | +58.3% | +38.0% | +81.1% |
| All | +96.3% | +58.0% | +38.3% | +81.1% |
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