-98.2%
CATX vs SPY
+805.0%
-903.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.3% | +12.2% |
| 7D | +11.9% | +2.6% | +9.3% | +9.6% |
| 30D | -58.0% | -2.0% | -56.1% | -57.2% |
| 3M | -69.7% | -2.8% | -66.9% | -68.8% |
| 6M | -75.4% | +2.1% | -77.5% | -75.7% |
| YTD | -65.8% | +11.5% | -77.3% | -68.6% |
| 1Y | -54.6% | +13.5% | -68.1% | -58.7% |
| 3Y | -59.1% | +77.7% | -136.8% | -73.5% |
| 5Y | -84.1% | +72.6% | -156.7% | -89.4% |
| 10Y | -83.5% | +308.2% | -391.7% | -94.7% |
| All | -98.2% | +805.0% | -903.1% | -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