+95.4%
CAT vs SPXU
-40.4%
+135.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +2.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | +0.8% | -7.4% | -6.0% |
| 3M | -13.3% | -4.7% | -8.6% | -14.3% |
| 6M | +11.6% | -29.6% | +41.2% | -4.9% |
| YTD | +42.9% | -29.9% | +72.8% | +22.5% |
| 1Y | +95.4% | -39.1% | +134.5% | +60.9% |
| All | +95.4% | -40.4% | +135.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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