+395.9%
CAT vs SPOT
+267.2%
+128.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | +1.7% | -3.0% | +4.7% | +2.1% |
| 30D | -24.6% | +15.2% | -39.7% | -25.9% |
| 3M | -28.5% | +21.6% | -50.1% | -30.4% |
| 6M | -34.8% | +45.2% | -80.0% | -38.3% |
| YTD | +5.9% | +4.9% | +1.0% | +3.9% |
| 1Y | +6.8% | -4.8% | +11.6% | +6.2% |
| 3Y | +161.1% | +256.3% | -95.2% | +110.1% |
| 5Y | +213.4% | +120.2% | +93.2% | +161.8% |
| All | +395.9% | +267.2% | +128.7% | +211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling