+11.6%
SPY vs CAT
+6.0%
+5.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.2% | -4.8% | +0.9% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | -3.3% | -25.0% | +21.7% | +1.9% |
| 3M | -2.4% | -28.7% | +26.3% | +3.7% |
| 6M | +2.6% | -33.0% | +35.5% | +9.5% |
| YTD | +11.2% | +5.4% | +5.8% | +5.0% |
| All | +11.6% | +6.0% | +5.7% | +4.2% |
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 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