-33.2%
CAT vs AZO
-5.2%
-28.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +7.4% | +1.3% | +6.1% | +7.9% |
| 30D | -19.7% | +12.0% | -31.6% | -16.4% |
| 3M | -29.6% | +7.2% | -36.8% | -27.8% |
| 6M | -33.2% | -3.2% | -30.0% | -32.1% |
| All | -33.2% | -5.2% | -28.0% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling