+204.2%
CAT vs SPXS
-79.8%
+283.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.8% |
| 7D | +5.6% | -1.5% | +7.1% | +4.9% |
| 30D | -2.3% | +3.7% | -6.0% | -0.6% |
| 3M | -10.0% | -9.6% | -0.4% | -12.6% |
| 6M | +21.2% | -32.4% | +53.6% | +5.9% |
| YTD | +44.4% | -28.7% | +73.1% | +30.1% |
| 1Y | +96.3% | -38.1% | +134.4% | +69.1% |
| All | +204.2% | -79.8% | +283.9% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling