-87.2%
CATO vs SPY
+318.9%
-406.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -6.9% | -2.0% | -4.9% | -5.5% |
| 30D | -26.0% | -1.7% | -24.3% | -25.0% |
| 3M | -23.7% | +4.7% | -28.4% | -26.3% |
| 6M | -18.0% | +12.5% | -30.5% | -25.4% |
| YTD | -21.7% | +11.7% | -33.4% | -28.3% |
| 1Y | -46.7% | +17.5% | -64.2% | -53.0% |
| 3Y | -63.7% | +76.6% | -140.2% | -77.1% |
| 5Y | -80.5% | +82.0% | -162.5% | -88.0% |
| All | -87.2% | +318.9% | -406.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling