+333.5%
CAT vs SPXS
-85.9%
+419.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.6% |
| 7D | +5.6% | -1.5% | +7.1% | +5.0% |
| 30D | -2.3% | +3.7% | -6.0% | -1.0% |
| 3M | -10.0% | -9.6% | -0.4% | -12.1% |
| 6M | +21.2% | -32.4% | +53.6% | +8.8% |
| YTD | +44.4% | -28.7% | +73.1% | +32.9% |
| 1Y | +96.3% | -38.1% | +134.4% | +74.2% |
| 3Y | +203.9% | -80.1% | +284.0% | +111.0% |
| 5Y | +333.5% | -85.9% | +419.4% | +197.0% |
| All | +333.5% | -85.9% | +419.4% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling