-1.1%
CAT vs STZ
+13.3%
-14.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.7% |
| 7D | -10.3% | +4.9% | -15.2% | -9.7% |
| 30D | -31.2% | +20.9% | -52.1% | -30.0% |
| 3M | -34.7% | +8.0% | -42.6% | -33.6% |
| 6M | -39.5% | -5.3% | -34.2% | -37.5% |
| YTD | -1.7% | +5.9% | -7.6% | -5.8% |
| 1Y | -1.1% | +14.2% | -15.3% | -2.0% |
| All | -1.1% | +13.3% | -14.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling