+8.9%
CAT vs SPXS
-30.2%
+39.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -8.2% |
| 7D | -17.1% | +2.2% | -19.3% | -15.8% |
| 30D | -30.1% | +3.8% | -33.9% | -28.0% |
| 3M | -32.4% | +3.3% | -35.7% | -30.2% |
| 6M | -32.1% | -16.7% | -15.4% | -37.2% |
| YTD | +4.1% | -28.5% | +32.6% | -9.8% |
| 1Y | +8.9% | -30.4% | +39.3% | -5.8% |
| All | +8.9% | -30.2% | +39.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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