-87.3%
CATO vs SPY
+322.5%
-409.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -7.3% | -0.8% | -6.5% | -6.7% |
| 30D | -26.7% | -1.1% | -25.7% | -26.1% |
| 3M | -24.7% | +3.9% | -28.6% | -26.8% |
| 6M | -18.9% | +13.6% | -32.5% | -26.8% |
| YTD | -22.0% | +12.7% | -34.7% | -29.1% |
| 1Y | -47.1% | +17.5% | -64.7% | -53.4% |
| 3Y | -63.8% | +76.9% | -140.7% | -77.2% |
| 5Y | -80.6% | +83.6% | -164.2% | -88.2% |
| All | -87.3% | +322.5% | -409.7% | -96.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling