-33.4%
CAT vs SPOT
+41.6%
-75.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | -0.1% |
| 7D | +9.3% | -2.6% | +11.9% | +8.1% |
| 30D | -21.5% | +13.5% | -35.0% | -16.4% |
| 3M | -29.1% | +22.2% | -51.3% | -21.4% |
| 6M | -33.4% | +38.3% | -71.7% | -24.0% |
| All | -33.4% | +41.6% | -75.0% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling