+2,382.6%
CAT vs SPXU
-100.0%
+2,482.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.6% |
| 7D | -10.3% | +7.6% | -17.9% | -7.2% |
| 30D | -31.2% | +17.5% | -48.7% | -25.9% |
| 3M | -34.7% | +14.7% | -49.3% | -30.1% |
| 6M | -39.5% | -0.1% | -39.4% | -37.7% |
| YTD | -1.7% | -19.8% | +18.2% | -5.2% |
| 1Y | -1.1% | -23.7% | +22.6% | -5.9% |
| 3Y | +143.9% | -79.5% | +223.3% | +56.6% |
| 5Y | +194.8% | -81.9% | +276.7% | +112.6% |
| 10Y | +739.8% | -99.5% | +839.3% | +99.5% |
| All | +2,382.6% | -100.0% | +2,482.6% | +22.4% |
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 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