+1.8%
CATF vs SPY
+18.8%
-17.0%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -0.6% | -0.4% | -0.3% | -0.6% |
| 30D | -1.8% | -1.4% | -0.4% | -1.7% |
| 3M | -2.6% | +3.7% | -6.3% | -2.9% |
| 6M | -2.0% | +13.0% | -15.0% | -3.0% |
| YTD | -0.6% | +12.4% | -13.0% | -1.5% |
| 1Y | +1.8% | +18.5% | -16.7% | +0.2% |
| All | +1.8% | +18.8% | -17.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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