+6.5%
CAT vs SPYM
+11.8%
-5.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.2% |
| 7D | +9.3% | +3.3% | +6.0% | +3.3% |
| 30D | -21.5% | -2.6% | -18.8% | -17.4% |
| 3M | -29.1% | -1.7% | -27.4% | -26.6% |
| 6M | -33.4% | +3.1% | -36.5% | -36.9% |
| YTD | +6.6% | +12.0% | -5.4% | -12.9% |
| 1Y | +6.5% | +12.1% | -5.6% | -12.8% |
| All | +6.5% | +11.8% | -5.3% | -12.8% |
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 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