+360.4%
CAT vs SPOT
+263.5%
+97.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | -10.3% | +1.6% | -11.9% | -10.5% |
| 30D | -31.2% | +17.6% | -48.8% | -32.6% |
| 3M | -34.7% | +26.9% | -61.6% | -36.8% |
| 6M | -39.5% | +41.8% | -81.3% | -42.6% |
| YTD | -1.7% | +3.8% | -5.5% | -3.5% |
| 1Y | -1.1% | -2.5% | +1.3% | -2.1% |
| 3Y | +143.9% | +260.6% | -116.7% | +95.8% |
| 5Y | +194.8% | +108.6% | +86.2% | +148.3% |
| All | +360.4% | +263.5% | +97.0% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling