-15.6%
SPCX vs CAT
-34.4%
+18.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -0.9% |
| 7D | -6.4% | -17.1% | +10.7% | +3.4% |
| 30D | -20.6% | -30.1% | +9.6% | -3.9% |
| 3M | +8.4% | -32.4% | +40.8% | +33.0% |
| All | -15.6% | -34.4% | +18.9% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · Available span rolling