+695.3%
CAT vs SPXS
-99.5%
+794.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +1.0% |
| 7D | +9.3% | -9.5% | +18.8% | +5.7% |
| 30D | -21.5% | +7.4% | -28.9% | -18.5% |
| 3M | -29.1% | +6.1% | -35.2% | -26.4% |
| 6M | -33.4% | -7.3% | -26.1% | -33.2% |
| YTD | +6.6% | -26.7% | +33.3% | +0.1% |
| 1Y | +6.5% | -26.2% | +32.7% | +0.9% |
| 3Y | +162.7% | -80.3% | +243.0% | +74.9% |
| 5Y | +214.2% | -83.4% | +297.6% | +129.6% |
| All | +695.3% | -99.5% | +794.8% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling