+326.0%
CAT vs SLV
+163.9%
+162.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -13.3% | -10.7% | -2.6% | -11.5% |
| 6M | +11.6% | -20.6% | +32.2% | +16.0% |
| YTD | +42.9% | -7.1% | +50.1% | +37.8% |
| 1Y | +95.4% | +62.0% | +33.5% | +61.9% |
| 3Y | +196.6% | +169.8% | +26.8% | +108.9% |
| All | +326.0% | +163.9% | +162.1% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling