+5.8%
CAT vs SPOT
-1.8%
+7.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +7.4% |
| 7D | -2.4% | +2.5% | -4.9% | -1.9% |
| 30D | -25.0% | +15.1% | -40.1% | -22.6% |
| 3M | -28.7% | +24.8% | -53.5% | -25.4% |
| 6M | -33.0% | +45.8% | -78.8% | -29.6% |
| YTD | +5.4% | +4.9% | +0.5% | +12.6% |
| All | +5.8% | -1.8% | +7.6% | +13.5% |
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