+8.9%
CAT vs SPOT
+0.4%
+8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.8% | -4.3% |
| 7D | -17.1% | +16.6% | -33.7% | -14.4% |
| 30D | -30.1% | +29.9% | -60.1% | -26.4% |
| 3M | -32.4% | +31.3% | -63.6% | -28.6% |
| 6M | -32.1% | +43.2% | -75.3% | -28.1% |
| YTD | +4.1% | +8.1% | -4.0% | +11.6% |
| 1Y | +8.9% | -0.3% | +9.2% | +17.6% |
| All | +8.9% | +0.4% | +8.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling