+688.6%
CAT vs SPXU
-99.5%
+788.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -0.4% |
| 7D | +7.4% | -7.6% | +15.0% | +4.7% |
| 30D | -19.7% | +5.3% | -25.0% | -17.2% |
| 3M | -29.6% | +9.6% | -39.2% | -26.1% |
| 6M | -33.2% | -4.5% | -28.7% | -32.3% |
| YTD | +5.7% | -25.9% | +31.5% | -0.4% |
| 1Y | +9.3% | -28.9% | +38.2% | +2.1% |
| 3Y | +158.3% | -80.5% | +238.8% | +71.2% |
| 5Y | +211.6% | -83.4% | +295.0% | +127.5% |
| All | +688.6% | -99.5% | +788.1% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling