+47.5%
ASML vs CAT
+5.7%
+41.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +4.9% | +7.4% | -2.5% | -1.0% |
| 30D | -9.3% | -19.7% | +10.4% | +7.1% |
| 3M | -19.0% | -29.6% | +10.6% | +6.2% |
| 6M | -5.2% | -33.2% | +28.0% | +29.9% |
| YTD | +40.6% | +5.7% | +34.9% | +28.7% |
| 1Y | +47.5% | +9.3% | +38.2% | +32.1% |
| All | +47.5% | +5.7% | +41.8% | +32.1% |
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