+160.5%
CAT vs SPMO
+128.1%
+32.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +9.8% | -0.5% | -0.1% |
| 30D | -21.5% | -9.2% | -12.3% | -13.6% |
| 3M | -29.1% | -11.0% | -18.1% | -20.4% |
| 6M | -33.4% | -6.6% | -26.7% | -28.1% |
| YTD | +6.6% | +13.3% | -6.8% | -3.5% |
| 1Y | +6.5% | +12.7% | -6.1% | -2.9% |
| All | +160.5% | +128.1% | +32.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling