+212.3%
CAT vs STZ
-29.4%
+241.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +1.7% | -0.9% | +2.7% | +1.9% |
| 30D | -24.6% | +14.9% | -39.5% | -26.8% |
| 3M | -28.5% | +8.4% | -36.9% | -29.9% |
| 6M | -34.8% | +2.8% | -37.6% | -35.5% |
| YTD | +5.9% | +7.5% | -1.6% | +2.2% |
| 1Y | +6.8% | +12.5% | -5.7% | +1.6% |
| 3Y | +161.1% | -35.4% | +196.5% | +190.3% |
| All | +212.3% | -29.4% | +241.7% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling