+33.9%
AAPL vs CAT
+97.5%
-63.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +3.0% | -6.6% | +9.5% | +3.3% |
| 3M | +2.9% | -13.3% | +16.2% | +2.8% |
| 6M | +22.1% | +11.6% | +10.5% | +16.2% |
| YTD | +18.0% | +42.9% | -24.9% | +9.4% |
| 1Y | +33.9% | +95.4% | -61.5% | +21.3% |
| All | +33.9% | +97.5% | -63.6% | +21.3% |
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