+49.3%
AMZN vs CAT
+202.4%
-153.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.2% | -4.3% | +0.6% |
| 7D | +8.7% | -2.4% | +11.1% | +9.2% |
| 30D | +1.7% | -25.0% | +26.7% | +11.2% |
| 3M | -2.8% | -28.7% | +26.0% | +7.7% |
| 6M | -2.1% | -33.0% | +30.9% | +8.8% |
| YTD | +15.6% | +5.4% | +10.2% | +6.5% |
| 1Y | +9.2% | +7.3% | +2.0% | -0.2% |
| 3Y | +89.9% | +166.0% | -76.2% | +18.0% |
| 5Y | +49.3% | +210.1% | -160.8% | -15.4% |
| All | +49.3% | +202.4% | -153.1% | -15.4% |
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