-85.9%
CATX vs SPY
+74.6%
-160.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.7% | +3.4% |
| 7D | -4.6% | -0.9% | -3.7% | -3.2% |
| 30D | -67.1% | -2.4% | -64.7% | -66.0% |
| 3M | -73.9% | -1.2% | -72.7% | -73.4% |
| 6M | -78.6% | +3.3% | -81.9% | -79.3% |
| YTD | -69.8% | +12.3% | -82.1% | -73.6% |
| 1Y | -62.6% | +12.4% | -75.1% | -67.3% |
| 3Y | -65.4% | +78.8% | -144.2% | -81.3% |
| 5Y | -85.9% | +75.2% | -161.1% | -92.3% |
| All | -85.9% | +74.6% | -160.6% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling