+674.0%
CAT vs SPYM
+310.0%
+364.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.0% |
| 7D | -6.3% | -0.6% | -5.7% | -5.7% |
| 30D | -26.8% | -3.7% | -23.1% | -23.5% |
| 3M | -30.0% | -2.7% | -27.3% | -27.7% |
| 6M | -34.6% | +2.2% | -36.8% | -35.6% |
| YTD | +2.9% | +10.9% | -8.0% | -6.7% |
| 1Y | +3.3% | +11.3% | -8.1% | -6.6% |
| 3Y | +153.7% | +76.8% | +76.8% | +42.7% |
| 5Y | +207.3% | +73.5% | +133.8% | +74.7% |
| 10Y | +674.0% | +307.9% | +366.1% | +68.8% |
| All | +674.0% | +310.0% | +364.1% | +68.8% |
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