+326.0%
CAT vs SPG
+102.5%
+223.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.9% |
| 30D | -6.6% | -6.8% | +0.3% | -3.4% |
| 3M | -13.3% | +2.7% | -16.0% | -15.2% |
| 6M | +11.6% | +5.5% | +6.2% | +7.9% |
| YTD | +42.9% | +15.7% | +27.2% | +31.7% |
| 1Y | +95.4% | +20.9% | +74.6% | +75.4% |
| 3Y | +196.6% | +112.4% | +84.2% | +96.4% |
| All | +326.0% | +102.5% | +223.5% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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