+1,157.1%
CAT vs SPMO
+526.3%
+630.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.9% | +2.7% | +0.2% | +0.6% |
| 30D | -2.6% | +1.1% | -3.7% | -3.4% |
| 3M | -10.7% | +2.0% | -12.7% | -11.7% |
| 6M | +16.1% | +26.5% | -10.4% | -4.2% |
| YTD | +43.2% | +26.5% | +16.7% | +18.4% |
| 1Y | +96.8% | +27.9% | +68.9% | +61.5% |
| 3Y | +201.4% | +160.4% | +41.0% | +36.7% |
| 5Y | +332.7% | +151.5% | +181.2% | +101.5% |
| 10Y | +1,157.1% | +526.3% | +630.8% | +206.4% |
| All | +1,157.1% | +526.3% | +630.8% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling