+9.3%
CAT vs SLV
-8.6%
+18.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +7.4% | -5.8% | +13.3% | +8.7% |
| 30D | -19.7% | -12.1% | -7.5% | -17.6% |
| 3M | -29.6% | -24.1% | -5.5% | -26.0% |
| 6M | -33.2% | -44.4% | +11.2% | -26.8% |
| YTD | +5.7% | -31.5% | +37.2% | +10.7% |
| 1Y | +9.3% | -6.9% | +16.3% | +9.8% |
| All | +9.3% | -8.6% | +18.0% | +9.8% |
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