+1,642.9%
CAT vs SPYM
+807.3%
+835.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.0% |
| 7D | -6.3% | -0.6% | -5.7% | -5.6% |
| 30D | -26.8% | -3.7% | -23.1% | -23.5% |
| 3M | -30.0% | -2.7% | -27.3% | -27.6% |
| 6M | -34.6% | +2.2% | -36.8% | -35.6% |
| YTD | +2.9% | +10.9% | -8.0% | -7.0% |
| 1Y | +3.3% | +11.3% | -8.1% | -6.8% |
| 3Y | +153.7% | +76.8% | +76.8% | +39.0% |
| 5Y | +207.3% | +73.5% | +133.8% | +69.5% |
| 10Y | +674.0% | +307.9% | +366.1% | +64.3% |
| All | +1,642.9% | +807.3% | +835.6% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling