-25.1%
CATO vs SPY
+3,034.0%
-3,059.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | -4.3% | +2.6% | -6.9% | -6.5% |
| 30D | -3.4% | -2.0% | -1.5% | -1.9% |
| 3M | -32.9% | -2.8% | -30.2% | -31.3% |
| 6M | -22.8% | +2.1% | -24.9% | -24.5% |
| YTD | -27.5% | +11.5% | -39.0% | -34.6% |
| 1Y | -36.0% | +13.5% | -49.5% | -43.2% |
| 3Y | -63.7% | +77.7% | -141.4% | -78.8% |
| 5Y | -84.9% | +72.6% | -157.5% | -91.0% |
| 10Y | -89.0% | +308.2% | -397.2% | -97.1% |
| All | -25.1% | +3,034.0% | -3,059.1% | -97.0% |
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 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