+45.8%
AMZN vs CAT
+332.8%
-287.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +0.8% | +5.6% | -4.8% | -0.9% |
| 30D | -6.4% | -2.3% | -4.0% | -5.9% |
| 3M | +4.8% | -10.0% | +14.8% | +6.8% |
| 6M | +20.5% | +21.2% | -0.7% | +9.3% |
| YTD | +11.3% | +44.4% | -33.1% | -6.6% |
| 1Y | +9.0% | +96.3% | -87.3% | -20.2% |
| 3Y | +85.9% | +203.9% | -118.0% | +13.1% |
| 5Y | +45.8% | +333.5% | -287.7% | -24.5% |
| All | +45.8% | +332.8% | -287.0% | -24.5% |
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