+3.3%
CATF vs SPY
+38.9%
-35.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -1.1% | -2.0% | +0.8% | -1.1% |
| 30D | -2.4% | -1.7% | -0.7% | -2.3% |
| 3M | -2.8% | +4.7% | -7.5% | -2.9% |
| 6M | -2.5% | +12.5% | -15.0% | -2.8% |
| YTD | -1.1% | +11.7% | -12.9% | -1.4% |
| 1Y | +0.9% | +17.5% | -16.5% | +0.6% |
| All | +3.3% | +38.9% | -35.6% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling