+3,094.0%
SPY vs CAT
+25,328.4%
-22,234.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +0.1% | -6.6% | +6.6% | +2.3% |
| 3M | +2.0% | -13.3% | +15.3% | +6.3% |
| 6M | +13.0% | +11.6% | +1.4% | +6.8% |
| YTD | +13.5% | +42.9% | -29.4% | -2.2% |
| 1Y | +20.0% | +95.4% | -75.5% | -8.4% |
| 3Y | +77.2% | +196.6% | -119.4% | +14.5% |
| 5Y | +81.9% | +321.7% | -239.8% | +1.1% |
| 10Y | +314.1% | +1,140.8% | -826.7% | +49.0% |
| All | +3,094.0% | +25,328.4% | -22,234.4% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling