+569.3%
CAT vs SPOT
+227.0%
+342.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.1% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -6.6% | +12.5% | -19.0% | -8.0% |
| 3M | -13.3% | +9.9% | -23.2% | -14.7% |
| 6M | +11.6% | +1.6% | +10.1% | +10.4% |
| YTD | +42.9% | -6.6% | +49.5% | +42.5% |
| 1Y | +95.4% | -22.9% | +118.4% | +99.9% |
| 3Y | +196.6% | +244.3% | -47.7% | +139.4% |
| 5Y | +321.7% | +117.8% | +203.8% | +251.1% |
| All | +569.3% | +227.0% | +342.3% | +327.5% |
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 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