+3.3%
CAT vs SPYM
+12.0%
-8.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -1.8% |
| 7D | -6.3% | -0.6% | -5.7% | -5.5% |
| 30D | -26.8% | -3.7% | -23.1% | -21.4% |
| 3M | -30.0% | -2.7% | -27.3% | -26.2% |
| 6M | -34.6% | +2.2% | -36.8% | -37.0% |
| YTD | +2.9% | +10.9% | -8.0% | -14.4% |
| 1Y | +3.3% | +11.3% | -8.1% | -14.3% |
| All | +3.3% | +12.0% | -8.7% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling