-63.1%
CATX vs SPY
+318.9%
-382.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -6.9% |
| 7D | -11.2% | -2.0% | -9.2% | -9.7% |
| 30D | -12.9% | -1.7% | -11.2% | -11.6% |
| 3M | -6.1% | +4.7% | -10.8% | -9.5% |
| 6M | -48.2% | +12.5% | -60.7% | -52.8% |
| YTD | +0.7% | +11.7% | -11.0% | -7.6% |
| 1Y | -14.2% | +17.5% | -31.7% | -24.7% |
| 3Y | -27.1% | +76.6% | -103.7% | -50.6% |
| 5Y | -61.0% | +82.0% | -143.0% | -74.1% |
| All | -63.1% | +318.9% | -382.0% | -85.7% |
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