+3,508.6%
CAT vs SPXU
-100.0%
+3,608.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +2.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | +0.8% | -7.4% | -6.1% |
| 3M | -13.3% | -4.7% | -8.6% | -13.6% |
| 6M | +11.6% | -29.6% | +41.2% | +0.2% |
| YTD | +42.9% | -29.9% | +72.8% | +29.1% |
| 1Y | +95.4% | -39.1% | +134.5% | +68.9% |
| 3Y | +196.6% | -80.0% | +276.6% | +87.7% |
| 5Y | +321.7% | -86.0% | +407.7% | +172.2% |
| 10Y | +1,140.8% | -99.5% | +1,240.3% | +192.1% |
| All | +3,508.6% | -100.0% | +3,608.6% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling