+201.5%
CAT vs SLV
+174.2%
+27.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -6.6% | +6.7% | -13.2% | -7.8% |
| 3M | -13.3% | -10.7% | -2.6% | -11.8% |
| 6M | +11.6% | -20.6% | +32.2% | +15.3% |
| YTD | +42.9% | -7.1% | +50.1% | +38.0% |
| 1Y | +95.4% | +62.0% | +33.5% | +64.9% |
| All | +201.5% | +174.2% | +27.3% | +110.4% |
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 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