+712.5%
CAT vs SPY
+315.0%
+397.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +4.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -25.0% | -3.3% | -21.7% | -22.0% |
| 3M | -28.7% | -2.4% | -26.3% | -26.5% |
| 6M | -33.0% | +2.6% | -35.5% | -34.3% |
| YTD | +5.4% | +11.2% | -5.8% | -4.8% |
| 1Y | +7.3% | +13.4% | -6.1% | -4.9% |
| 3Y | +166.0% | +79.9% | +86.1% | +45.8% |
| 5Y | +210.1% | +72.2% | +137.9% | +76.4% |
| 10Y | +712.5% | +307.3% | +405.2% | +60.4% |
| All | +712.5% | +315.0% | +397.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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