+16,672.5%
CAT vs SPG
+5,256.9%
+11,415.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | -6.6% | -6.8% | +0.3% | -4.1% |
| 3M | -13.3% | +2.7% | -16.0% | -14.5% |
| 6M | +11.6% | +5.5% | +6.2% | +9.0% |
| YTD | +42.9% | +15.7% | +27.2% | +34.8% |
| 1Y | +95.4% | +20.9% | +74.6% | +80.7% |
| 3Y | +196.6% | +112.4% | +84.2% | +121.7% |
| 5Y | +321.7% | +101.4% | +220.3% | +217.3% |
| 10Y | +1,140.8% | +60.6% | +1,080.2% | +798.2% |
| All | +16,672.5% | +5,256.9% | +11,415.6% | +3,922.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling