-62.8%
CATO vs SPY
+76.5%
-139.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -5.3% | -0.4% | -5.0% | -5.1% |
| 30D | -25.3% | -1.4% | -23.9% | -24.6% |
| 3M | -23.2% | +3.7% | -26.9% | -24.9% |
| 6M | -20.3% | +13.0% | -33.3% | -26.6% |
| YTD | -19.7% | +12.4% | -32.1% | -25.7% |
| 1Y | -43.8% | +18.5% | -62.3% | -49.6% |
| All | -62.8% | +76.5% | -139.3% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling