+5.9%
AMZN vs CAT
+94.5%
-88.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -1.0% | +2.9% | -4.0% | -1.2% |
| 30D | -9.2% | -2.6% | -6.6% | -9.1% |
| 3M | +3.4% | -10.7% | +14.0% | +3.2% |
| 6M | +18.2% | +16.1% | +2.1% | +13.2% |
| YTD | +9.3% | +43.2% | -33.9% | +1.6% |
| 1Y | +5.9% | +96.8% | -90.9% | -4.7% |
| All | +5.9% | +94.5% | -88.5% | -4.7% |
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