+1,144.3%
CAT vs AZO
+296.8%
+847.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +0.6% | -3.6% | +4.1% | +1.7% |
| 30D | -4.3% | -5.6% | +1.2% | -2.8% |
| 3M | -8.6% | -6.6% | -2.0% | -7.4% |
| 6M | +16.1% | -22.5% | +38.6% | +24.7% |
| YTD | +43.8% | -15.2% | +58.9% | +49.6% |
| 1Y | +91.5% | -33.9% | +125.4% | +115.4% |
| 3Y | +202.7% | +11.8% | +190.9% | +179.4% |
| 5Y | +335.1% | +85.5% | +249.6% | +231.2% |
| All | +1,144.3% | +296.8% | +847.5% | +678.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling