+11,974.6%
CAT vs SPG
+5,961.7%
+6,012.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -6.3% | +5.6% | -11.9% | -8.2% |
| 30D | -26.8% | +17.6% | -44.4% | -31.2% |
| 3M | -30.0% | +7.5% | -37.5% | -32.1% |
| 6M | -34.6% | +18.5% | -53.1% | -39.0% |
| YTD | +2.9% | +30.9% | -28.0% | -7.5% |
| 1Y | +3.3% | +34.1% | -30.8% | -8.0% |
| 3Y | +153.7% | +135.5% | +18.2% | +82.3% |
| 5Y | +207.3% | +86.5% | +120.8% | +137.3% |
| 10Y | +674.0% | +116.1% | +557.9% | +399.7% |
| All | +11,974.6% | +5,961.7% | +6,012.9% | +2,660.5% |
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