+1,123.7%
CAT vs SPYG
+420.3%
+703.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.6% |
| 7D | +0.6% | -1.8% | +2.4% | +2.1% |
| 30D | -4.5% | -1.9% | -2.6% | -3.0% |
| 3M | -5.8% | +5.2% | -11.0% | -9.3% |
| 6M | +12.7% | +15.6% | -2.8% | +0.7% |
| YTD | +41.4% | +12.4% | +29.0% | +29.2% |
| 1Y | +92.1% | +17.5% | +74.6% | +69.6% |
| 3Y | +197.5% | +98.1% | +99.4% | +72.2% |
| 5Y | +327.9% | +84.9% | +243.0% | +155.4% |
| All | +1,123.7% | +420.3% | +703.4% | +149.8% |
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