+1,157.1%
CAT vs SPYM
+316.7%
+840.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | +2.9% | -0.4% | +3.3% | +3.3% |
| 30D | -2.6% | -1.4% | -1.3% | -1.2% |
| 3M | -10.7% | +3.7% | -14.4% | -13.8% |
| 6M | +16.1% | +13.0% | +3.1% | +2.5% |
| YTD | +43.2% | +12.5% | +30.8% | +27.4% |
| 1Y | +96.8% | +18.6% | +78.2% | +65.8% |
| 3Y | +201.4% | +78.0% | +123.3% | +67.5% |
| 5Y | +332.7% | +82.3% | +250.4% | +132.0% |
| 10Y | +1,157.1% | +322.9% | +834.3% | +149.0% |
| All | +1,157.1% | +316.7% | +840.4% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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