+688.6%
CAT vs SPYM
+309.8%
+378.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +7.4% | +2.6% | +4.9% | +4.7% |
| 30D | -19.7% | -2.0% | -17.7% | -17.7% |
| 3M | -29.6% | -2.8% | -26.8% | -27.1% |
| 6M | -33.2% | +2.2% | -35.4% | -34.2% |
| YTD | +5.7% | +11.5% | -5.9% | -4.8% |
| 1Y | +9.3% | +13.5% | -4.2% | -3.1% |
| 3Y | +158.3% | +78.0% | +80.3% | +44.3% |
| 5Y | +211.6% | +73.1% | +138.4% | +77.6% |
| All | +688.6% | +309.8% | +378.8% | +69.7% |
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