+8.9%
CAT vs SPMO
+11.0%
-2.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.2% |
| 7D | -17.1% | -8.9% | -8.2% | -7.5% |
| 30D | -30.1% | -13.8% | -16.3% | -16.9% |
| 3M | -32.4% | -12.5% | -19.9% | -20.9% |
| 6M | -32.1% | -1.5% | -30.6% | -31.7% |
| YTD | +4.1% | +11.3% | -7.2% | -11.0% |
| 1Y | +8.9% | +11.5% | -2.6% | -6.6% |
| All | +8.9% | +11.0% | -2.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling