+30,737.5%
CAT vs AZO
+43,293.3%
-12,555.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -6.6% | -2.7% | -3.9% | -5.9% |
| 3M | -13.3% | -3.2% | -10.1% | -13.1% |
| 6M | +11.6% | -19.7% | +31.4% | +18.1% |
| YTD | +42.9% | -12.0% | +55.0% | +46.8% |
| 1Y | +95.4% | -29.5% | +125.0% | +113.5% |
| 3Y | +196.6% | +17.3% | +179.2% | +174.2% |
| 5Y | +321.7% | +94.1% | +227.6% | +230.4% |
| 10Y | +1,140.8% | +303.3% | +837.5% | +655.1% |
| All | +30,737.5% | +43,293.3% | -12,555.8% | +6,273.6% |
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