+1,011.8%
CAT vs SPMO
+504.7%
+507.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | -0.3% |
| 7D | +1.7% | +1.8% | -0.1% | +0.2% |
| 30D | -24.6% | -10.0% | -14.6% | -17.2% |
| 3M | -28.5% | -9.4% | -19.1% | -21.9% |
| 6M | -34.8% | -7.7% | -27.1% | -29.6% |
| YTD | +5.9% | +13.3% | -7.4% | -3.1% |
| 1Y | +6.8% | +12.7% | -5.9% | -1.7% |
| 3Y | +161.1% | +127.5% | +33.6% | +36.2% |
| 5Y | +213.4% | +119.7% | +93.8% | +67.6% |
| 10Y | +700.3% | +469.5% | +230.9% | +140.1% |
| All | +1,011.8% | +504.7% | +507.1% | +221.6% |
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 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