+327.9%
CAT vs AZO
+85.0%
+243.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.3% |
| 30D | -4.5% | -5.3% | +0.7% | -3.4% |
| 3M | -5.8% | -7.3% | +1.5% | -4.6% |
| 6M | +12.7% | -22.7% | +35.4% | +20.0% |
| YTD | +41.4% | -15.0% | +56.4% | +46.4% |
| 1Y | +92.1% | -32.2% | +124.3% | +111.9% |
| 3Y | +197.5% | +10.0% | +187.4% | +173.7% |
| 5Y | +327.9% | +85.8% | +242.1% | +231.2% |
| All | +327.9% | +85.0% | +243.0% | +231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling