-56.0%
CATX vs SPY
+81.0%
-137.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.6% |
| 7D | -3.5% | -0.4% | -3.2% | -3.1% |
| 30D | -0.3% | -1.4% | +1.0% | +1.4% |
| 3M | -0.3% | +3.7% | -4.0% | -4.6% |
| 6M | -42.5% | +13.0% | -55.5% | -50.2% |
| YTD | +8.7% | +12.4% | -3.7% | -5.3% |
| 1Y | -11.3% | +18.5% | -29.8% | -27.9% |
| 3Y | -21.3% | +77.6% | -98.9% | -56.8% |
| 5Y | -56.0% | +81.7% | -137.7% | -76.3% |
| All | -56.0% | +81.0% | -137.0% | -76.3% |
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