+203.9%
CAT vs SPYG
+100.8%
+103.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +5.6% | +1.2% | +4.4% | +4.4% |
| 30D | -2.3% | -1.6% | -0.8% | -0.9% |
| 3M | -10.0% | +3.4% | -13.4% | -12.4% |
| 6M | +21.2% | +18.9% | +2.3% | +4.4% |
| YTD | +44.4% | +13.8% | +30.7% | +29.1% |
| 1Y | +96.3% | +20.6% | +75.7% | +67.4% |
| 3Y | +203.9% | +100.5% | +103.4% | +60.2% |
| All | +203.9% | +100.8% | +103.1% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling