+3.3%
CAT vs SPOT
-2.2%
+5.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.5% |
| 7D | -6.3% | +1.0% | -7.3% | -6.1% |
| 30D | -26.8% | +14.6% | -41.4% | -24.6% |
| 3M | -30.0% | +18.4% | -48.5% | -27.3% |
| 6M | -34.6% | +45.1% | -79.7% | -31.3% |
| YTD | +2.9% | +4.4% | -1.5% | +9.8% |
| 1Y | +3.3% | -2.7% | +6.0% | +10.7% |
| All | +3.3% | -2.2% | +5.5% | +10.7% |
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 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