+143.9%
CAT vs SLV
+120.9%
+23.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | +5.1% | -15.4% | -11.3% |
| 30D | -31.2% | -12.9% | -18.3% | -29.2% |
| 3M | -34.7% | -16.1% | -18.6% | -32.4% |
| 6M | -39.5% | -33.2% | -6.3% | -35.0% |
| YTD | -1.7% | -27.2% | +25.6% | -0.4% |
| 1Y | -1.1% | +7.6% | -8.7% | -9.1% |
| 3Y | +143.9% | +122.3% | +21.5% | +80.8% |
| All | +143.9% | +120.9% | +23.0% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling