-17.9%
CATX vs SPY
+77.4%
-95.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | +0.6% | +0.5% | +0.1% | -0.2% |
| 30D | +4.0% | -0.9% | +4.9% | +5.5% |
| 3M | +6.5% | +3.9% | +2.6% | +0.4% |
| 6M | -37.2% | +14.5% | -51.7% | -48.7% |
| YTD | +13.5% | +12.9% | +0.5% | -5.5% |
| 1Y | -9.0% | +19.4% | -28.4% | -31.2% |
| All | -17.9% | +77.4% | -95.3% | -57.0% |
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 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