+213.9%
CAT vs SPG
+84.0%
+129.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +7.4% | +2.0% | +5.4% | +6.5% |
| 30D | -19.7% | +17.2% | -36.9% | -25.8% |
| 3M | -29.6% | +6.3% | -35.9% | -31.8% |
| 6M | -33.2% | +18.7% | -51.9% | -39.2% |
| YTD | +5.7% | +30.1% | -24.4% | -8.4% |
| 1Y | +9.3% | +32.8% | -23.4% | -6.2% |
| 3Y | +158.3% | +133.6% | +24.7% | +61.0% |
| All | +213.9% | +84.0% | +129.9% | +105.7% |
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