-1.1%
CAT vs AVAV
-67.9%
+66.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.6% | -0.1% |
| 7D | -10.3% | -10.6% | +0.3% | -9.4% |
| 30D | -31.2% | -18.8% | -12.4% | -29.9% |
| 3M | -34.7% | -34.1% | -0.6% | -32.4% |
| 6M | -39.5% | -35.3% | -4.1% | -37.8% |
| YTD | -1.7% | -53.4% | +51.7% | +1.5% |
| 1Y | -1.1% | -65.6% | +64.5% | +8.4% |
| All | -1.1% | -67.9% | +66.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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