+91.5%
CAT vs AZO
-32.5%
+124.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +0.6% | -3.6% | +4.1% | +0.5% |
| 30D | -4.3% | -5.6% | +1.2% | -4.4% |
| 3M | -8.6% | -6.6% | -2.0% | -8.6% |
| 6M | +16.1% | -22.5% | +38.6% | +17.9% |
| YTD | +43.8% | -15.2% | +58.9% | +51.7% |
| 1Y | +91.5% | -33.9% | +125.4% | +91.0% |
| All | +91.5% | -32.5% | +124.0% | +91.0% |
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