+1,400.7%
CAT vs SPMO
+572.4%
+828.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +0.4% |
| 7D | +1.7% | +2.0% | -0.3% | 0.0% |
| 30D | -6.6% | -0.4% | -6.2% | -6.2% |
| 3M | -13.3% | -1.9% | -11.4% | -11.4% |
| 6M | +11.6% | +25.0% | -13.4% | -6.5% |
| YTD | +42.9% | +26.0% | +16.9% | +19.2% |
| 1Y | +95.4% | +28.7% | +66.8% | +60.5% |
| 3Y | +196.6% | +160.9% | +35.7% | +37.6% |
| 5Y | +321.7% | +147.9% | +173.7% | +103.3% |
| 10Y | +1,140.8% | +518.9% | +621.9% | +240.1% |
| All | +1,400.7% | +572.4% | +828.2% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling