+725.3%
CAT vs SPY
+312.9%
+412.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | -10.3% | -2.7% | -7.6% | -7.6% |
| 30D | -31.2% | -5.4% | -25.8% | -26.7% |
| 3M | -34.7% | -4.1% | -30.6% | -31.4% |
| 6M | -39.5% | +0.7% | -40.2% | -39.5% |
| YTD | -1.7% | +8.7% | -10.3% | -9.0% |
| 1Y | -1.1% | +10.9% | -12.0% | -10.3% |
| 3Y | +143.9% | +75.0% | +68.9% | +37.4% |
| 5Y | +194.8% | +67.8% | +127.0% | +72.2% |
| All | +725.3% | +312.9% | +412.5% | +43.5% |
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