+700.3%
CAT vs SPYG
+400.9%
+299.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.5% |
| 7D | +1.7% | -1.5% | +3.3% | +3.2% |
| 30D | -24.6% | -7.2% | -17.4% | -19.5% |
| 3M | -28.5% | -4.6% | -23.8% | -25.3% |
| 6M | -34.8% | -1.2% | -33.6% | -33.6% |
| YTD | +5.9% | +9.3% | -3.4% | -0.5% |
| 1Y | +6.8% | +8.8% | -2.0% | +0.8% |
| 3Y | +161.1% | +93.3% | +67.8% | +54.9% |
| 5Y | +213.4% | +71.7% | +141.7% | +100.8% |
| 10Y | +700.3% | +399.8% | +300.6% | +70.9% |
| All | +700.3% | +400.9% | +299.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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