+695.3%
CAT vs SPMO
+469.5%
+225.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +9.8% | -0.5% | +0.8% |
| 30D | -21.5% | -9.2% | -12.3% | -14.4% |
| 3M | -29.1% | -11.0% | -18.1% | -21.2% |
| 6M | -33.4% | -6.6% | -26.7% | -28.6% |
| YTD | +6.6% | +13.3% | -6.8% | -2.8% |
| 1Y | +6.5% | +12.7% | -6.1% | -2.2% |
| 3Y | +162.7% | +127.5% | +35.2% | +34.1% |
| 5Y | +214.2% | +117.4% | +96.9% | +65.9% |
| All | +695.3% | +469.5% | +225.8% | +119.6% |
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 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