+7.5%
AMZN vs CAT
+6.0%
+1.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.2% | -4.3% | +2.0% |
| 7D | +8.7% | -2.4% | +11.1% | +8.8% |
| 30D | +1.7% | -25.0% | +26.7% | +5.2% |
| 3M | -2.8% | -28.7% | +26.0% | +0.9% |
| 6M | -2.1% | -33.0% | +30.9% | +0.6% |
| YTD | +15.6% | +5.4% | +10.2% | +6.1% |
| All | +7.5% | +6.0% | +1.5% | -3.1% |
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 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