+1,674.1%
CAT vs SLV
+363.7%
+1,310.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -13.3% | -10.7% | -2.6% | -11.3% |
| 6M | +11.6% | -20.6% | +32.2% | +16.6% |
| YTD | +42.9% | -7.1% | +50.1% | +39.7% |
| 1Y | +95.4% | +62.0% | +33.5% | +65.9% |
| 3Y | +196.6% | +169.8% | +26.8% | +119.3% |
| 5Y | +321.7% | +161.5% | +160.2% | +209.9% |
| 10Y | +1,140.8% | +224.4% | +916.4% | +728.2% |
| All | +1,674.1% | +363.7% | +1,310.4% | +775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling