+3.8%
CAT vs SPY
+11.5%
-7.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.7% |
| 7D | -6.3% | -0.6% | -5.7% | -5.5% |
| 30D | -26.8% | -3.7% | -23.1% | -21.4% |
| 3M | -30.0% | -2.7% | -27.3% | -26.2% |
| 6M | -34.6% | +2.2% | -36.8% | -37.0% |
| YTD | +2.9% | +10.8% | -7.9% | -14.2% |
| All | +3.8% | +11.5% | -7.7% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling