+501.7%
SPCX vs CAT
+86.5%
+415.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.2% | -1.4% | -32.7% |
| 7D | +4.2% | -2.4% | +6.6% | +3.1% |
| 30D | -12.6% | -25.0% | +12.4% | +207.2% |
| 3M | +6.7% | -28.7% | +35.5% | +294.2% |
| 6M | +546.4% | -16.5% | +562.8% | +1,085.9% |
| YTD | +552.1% | +5.4% | +546.7% | +1,096.7% |
| 1Y | +453.2% | +7.3% | +445.9% | +915.4% |
| All | +501.7% | +86.5% | +415.3% | +976.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling