+20.0%
SPY vs CAT
+97.5%
-77.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | +0.1% | -6.6% | +6.6% | +1.2% |
| 3M | +2.0% | -13.3% | +15.3% | +4.1% |
| 6M | +13.0% | +11.6% | +1.4% | +9.1% |
| YTD | +13.5% | +42.9% | -29.4% | +5.2% |
| 1Y | +20.0% | +95.4% | -75.5% | +6.1% |
| All | +20.0% | +97.5% | -77.5% | +6.1% |
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 · 6 months rolling