+183.3%
CAT vs SPOT
+110.1%
+73.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | -10.3% | +1.6% | -11.9% | -10.4% |
| 30D | -31.2% | +17.6% | -48.8% | -32.0% |
| 3M | -34.7% | +26.9% | -61.6% | -36.0% |
| 6M | -39.5% | +41.8% | -81.3% | -41.7% |
| YTD | -1.7% | +3.8% | -5.5% | -2.5% |
| 1Y | -1.1% | -2.5% | +1.3% | -1.3% |
| 3Y | +143.9% | +260.6% | -116.7% | +105.0% |
| All | +183.3% | +110.1% | +73.2% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling