+22,693.7%
CAT vs AZO
+47,313.8%
-24,620.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +7.4% | +1.3% | +6.1% | +7.0% |
| 30D | -19.7% | +12.0% | -31.6% | -22.5% |
| 3M | -29.6% | +7.2% | -36.8% | -31.4% |
| 6M | -33.2% | -3.2% | -30.0% | -33.5% |
| YTD | +5.7% | -3.9% | +9.5% | +5.2% |
| 1Y | +9.3% | -14.7% | +24.0% | +12.7% |
| 3Y | +158.3% | +20.4% | +137.9% | +136.3% |
| 5Y | +211.6% | +72.8% | +138.8% | +152.4% |
| 10Y | +698.5% | +334.4% | +364.0% | +373.4% |
| All | +22,693.7% | +47,313.8% | -24,620.1% | +4,468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling