+213.4%
CAT vs SPYG
+71.0%
+142.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.6% |
| 7D | +1.7% | -1.5% | +3.3% | +3.1% |
| 30D | -24.6% | -7.2% | -17.4% | -19.9% |
| 3M | -28.5% | -4.6% | -23.8% | -25.6% |
| 6M | -34.8% | -1.2% | -33.6% | -33.7% |
| YTD | +5.9% | +9.3% | -3.4% | +0.3% |
| 1Y | +6.8% | +8.8% | -2.0% | +1.6% |
| 3Y | +161.1% | +93.3% | +67.8% | +72.9% |
| 5Y | +213.4% | +71.7% | +141.7% | +103.9% |
| All | +213.4% | +71.0% | +142.5% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling