+2,608.4%
CAT vs SPXS
-100.0%
+2,708.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -1.9% |
| 7D | -6.3% | +0.4% | -6.7% | -5.5% |
| 30D | -26.8% | +10.8% | -37.6% | -22.8% |
| 3M | -30.0% | +9.6% | -39.7% | -26.2% |
| 6M | -34.6% | -4.7% | -29.9% | -33.7% |
| YTD | +2.9% | -24.6% | +27.5% | -3.0% |
| 1Y | +3.3% | -24.6% | +27.8% | -2.1% |
| 3Y | +153.7% | -79.8% | +233.4% | +61.0% |
| 5Y | +207.3% | -83.3% | +290.6% | +113.0% |
| 10Y | +674.0% | -99.5% | +773.5% | +87.0% |
| All | +2,608.4% | -100.0% | +2,708.4% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling