+1,565.6%
CAT vs SPYM
+789.7%
+775.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | -10.3% | -2.7% | -7.6% | -7.6% |
| 30D | -31.2% | -5.4% | -25.8% | -26.7% |
| 3M | -34.7% | -4.1% | -30.6% | -31.4% |
| 6M | -39.5% | +0.8% | -40.2% | -39.6% |
| YTD | -1.7% | +8.8% | -10.4% | -9.2% |
| 1Y | -1.1% | +11.0% | -12.1% | -10.6% |
| 3Y | +143.9% | +75.5% | +68.4% | +34.7% |
| 5Y | +194.8% | +68.4% | +126.3% | +67.9% |
| 10Y | +739.8% | +316.1% | +423.7% | +74.2% |
| All | +1,565.6% | +789.7% | +775.9% | +53.5% |
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