+394.7%
CAT vs SPOT
+269.3%
+125.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | +7.4% | +1.6% | +5.8% | +7.3% |
| 30D | -19.7% | +16.9% | -36.6% | -21.2% |
| 3M | -29.6% | +23.0% | -52.6% | -31.6% |
| 6M | -33.2% | +42.2% | -75.4% | -36.6% |
| YTD | +5.7% | +5.5% | +0.2% | +3.5% |
| 1Y | +9.3% | -5.1% | +14.4% | +8.7% |
| 3Y | +158.3% | +257.9% | -99.6% | +107.8% |
| 5Y | +211.6% | +118.4% | +93.2% | +160.7% |
| All | +394.7% | +269.3% | +125.4% | +210.7% |
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