+311.5%
SPY vs CAT
+1,126.6%
-815.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | +0.5% | +5.6% | -5.0% | -1.4% |
| 30D | -0.9% | -2.3% | +1.4% | -0.2% |
| 3M | +3.9% | -10.0% | +13.9% | +6.8% |
| 6M | +14.5% | +21.2% | -6.7% | +4.6% |
| YTD | +12.9% | +44.4% | -31.5% | -4.1% |
| 1Y | +19.4% | +96.3% | -76.9% | -10.8% |
| 3Y | +78.5% | +203.9% | -125.5% | +10.1% |
| 5Y | +81.8% | +333.5% | -251.7% | -5.3% |
| 10Y | +311.5% | +1,126.0% | -814.5% | +41.2% |
| All | +311.5% | +1,126.6% | -815.1% | +41.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling