+95.4%
CAT vs AZO
-28.9%
+124.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -6.6% | -2.7% | -3.9% | -6.6% |
| 3M | -13.3% | -3.2% | -10.1% | -13.2% |
| 6M | +11.6% | -19.7% | +31.4% | +13.5% |
| YTD | +42.9% | -12.0% | +55.0% | +50.7% |
| 1Y | +95.4% | -29.5% | +125.0% | +96.0% |
| All | +95.4% | -28.9% | +124.3% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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