+5.7%
CATF vs SPY
+35.1%
-29.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.9% | -2.7% | +3.6% | +0.9% |
| 30D | +4.6% | -5.4% | +10.0% | +4.8% |
| 3M | +0.3% | -4.1% | +4.4% | +0.4% |
| 6M | -0.4% | +0.7% | -1.1% | -0.4% |
| YTD | +1.2% | +8.7% | -7.5% | +0.9% |
| 1Y | +1.5% | +10.9% | -9.4% | +1.2% |
| All | +5.7% | +35.1% | -29.4% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling