+87.5%
AMZN vs CAT
+202.2%
-114.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.5% |
| 30D | -5.2% | -6.6% | +1.4% | -3.4% |
| 3M | +1.9% | -13.3% | +15.2% | +4.9% |
| 6M | +19.2% | +11.6% | +7.6% | +10.5% |
| YTD | +12.0% | +42.9% | -31.0% | -7.5% |
| 1Y | +9.7% | +95.4% | -85.8% | -23.4% |
| All | +87.5% | +202.2% | -114.7% | +8.2% |
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