-98.4%
CATX vs SPY
+811.5%
-909.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.7% | +4.0% |
| 7D | -4.6% | -0.9% | -3.7% | -3.6% |
| 30D | -67.1% | -2.4% | -64.7% | -66.3% |
| 3M | -73.9% | -1.2% | -72.7% | -73.5% |
| 6M | -78.6% | +3.3% | -81.9% | -79.1% |
| YTD | -69.8% | +12.3% | -82.1% | -72.4% |
| 1Y | -62.6% | +12.4% | -75.1% | -65.8% |
| 3Y | -65.4% | +78.8% | -144.2% | -77.7% |
| 5Y | -85.9% | +75.2% | -161.1% | -90.7% |
| 10Y | -85.4% | +311.1% | -396.5% | -95.4% |
| All | -98.4% | +811.5% | -909.9% | -99.8% |
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