+1,126.0%
CAT vs SPXU
-99.5%
+1,225.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +1.7% |
| 7D | +5.6% | -1.5% | +7.0% | +5.0% |
| 30D | -2.3% | +3.7% | -6.1% | -0.9% |
| 3M | -10.0% | -9.6% | -0.4% | -12.2% |
| 6M | +21.2% | -32.4% | +53.6% | +8.1% |
| YTD | +44.4% | -28.7% | +73.1% | +32.4% |
| 1Y | +96.3% | -38.2% | +134.5% | +72.7% |
| 3Y | +203.9% | -80.4% | +284.4% | +99.9% |
| 5Y | +333.5% | -86.0% | +419.5% | +193.9% |
| 10Y | +1,126.0% | -99.5% | +1,225.6% | +218.0% |
| All | +1,126.0% | -99.5% | +1,225.6% | +218.0% |
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