+1,110.7%
CAT vs STZ
-9.3%
+1,120.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -6.6% | -1.9% | -4.7% | -6.2% |
| 3M | -13.3% | -6.2% | -7.1% | -12.1% |
| 6M | +11.6% | -14.0% | +25.6% | +16.4% |
| YTD | +42.9% | -5.1% | +48.1% | +42.5% |
| 1Y | +95.4% | -9.6% | +105.0% | +97.7% |
| 3Y | +196.6% | -47.2% | +243.8% | +263.1% |
| 5Y | +321.7% | -33.6% | +355.2% | +362.8% |
| All | +1,110.7% | -9.3% | +1,120.1% | +1,114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling