+109.4%
AAPL vs CAT
+322.3%
-213.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +3.0% | -6.6% | +9.5% | +4.6% |
| 3M | +2.9% | -13.3% | +16.2% | +5.4% |
| 6M | +22.1% | +11.6% | +10.5% | +14.8% |
| YTD | +18.0% | +42.9% | -24.9% | +2.1% |
| 1Y | +33.9% | +95.4% | -61.5% | +3.2% |
| 3Y | +71.2% | +196.6% | -125.4% | +11.4% |
| All | +109.4% | +322.3% | -213.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling