+19.4%
SPY vs CAT
+96.4%
-77.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +0.5% | +5.6% | -5.0% | -0.4% |
| 30D | -0.9% | -2.3% | +1.4% | -0.6% |
| 3M | +3.9% | -10.0% | +13.9% | +5.2% |
| 6M | +14.5% | +21.2% | -6.7% | +9.0% |
| YTD | +12.9% | +44.4% | -31.5% | +4.4% |
| 1Y | +19.4% | +96.3% | -76.9% | +5.7% |
| All | +19.4% | +96.4% | -77.0% | +5.7% |
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 · 6 months rolling