+94.9%
AAPL vs CAT
+162.4%
-67.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.2% | -4.8% | +1.1% |
| 7D | +3.7% | -2.4% | +6.1% | +3.9% |
| 30D | +4.2% | -25.0% | +29.2% | +9.6% |
| 3M | +12.0% | -28.7% | +40.7% | +18.7% |
| 6M | +19.8% | -33.0% | +52.8% | +26.5% |
| YTD | +29.3% | +5.4% | +23.9% | +17.2% |
| 1Y | +31.1% | +7.3% | +23.8% | +17.8% |
| 3Y | +94.9% | +166.0% | -71.2% | +23.1% |
| All | +94.9% | +162.4% | -67.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling