+201.6%
CAT vs AZO
+11.4%
+190.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -2.6% | -5.1% | +2.5% | -2.0% |
| 3M | -10.7% | -7.2% | -3.4% | -9.9% |
| 6M | +16.1% | -20.7% | +36.9% | +20.9% |
| YTD | +43.2% | -14.2% | +57.4% | +47.3% |
| 1Y | +96.8% | -32.2% | +129.0% | +112.5% |
| All | +201.6% | +11.4% | +190.2% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling