-63.7%
CATO vs SPY
+78.1%
-141.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | -4.3% | +2.6% | -6.9% | -6.0% |
| 30D | -3.4% | -2.0% | -1.5% | -2.2% |
| 3M | -32.9% | -2.8% | -30.2% | -31.6% |
| 6M | -22.8% | +2.1% | -24.9% | -23.9% |
| YTD | -27.5% | +11.5% | -39.0% | -32.9% |
| 1Y | -36.0% | +13.5% | -49.5% | -41.4% |
| 3Y | -63.7% | +77.7% | -141.4% | -80.2% |
| All | -63.7% | +78.1% | -141.8% | -80.2% |
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 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