+1,018.6%
CAT vs SPMO
+504.7%
+513.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +9.8% | -0.5% | +1.0% |
| 30D | -21.5% | -9.2% | -12.3% | -14.6% |
| 3M | -29.1% | -11.0% | -18.1% | -21.4% |
| 6M | -33.4% | -6.6% | -26.7% | -28.7% |
| YTD | +6.6% | +13.3% | -6.8% | -2.5% |
| 1Y | +6.5% | +12.7% | -6.1% | -1.9% |
| 3Y | +162.7% | +127.5% | +35.2% | +37.0% |
| 5Y | +214.2% | +117.4% | +96.9% | +69.3% |
| 10Y | +705.2% | +469.5% | +235.7% | +141.5% |
| All | +1,018.6% | +504.7% | +513.9% | +223.6% |
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