+20,582.0%
CAT vs STZ
+10,752.7%
+9,829.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | -10.3% | +4.9% | -15.2% | -11.4% |
| 30D | -31.2% | +20.9% | -52.1% | -34.6% |
| 3M | -34.7% | +8.0% | -42.6% | -36.4% |
| 6M | -39.5% | -5.3% | -34.2% | -39.5% |
| YTD | -1.7% | +5.9% | -7.6% | -4.7% |
| 1Y | -1.1% | +14.2% | -15.3% | -6.0% |
| 3Y | +143.9% | -37.0% | +180.8% | +164.4% |
| 5Y | +194.8% | -29.7% | +224.5% | +210.0% |
| 10Y | +739.8% | +5.2% | +734.6% | +689.6% |
| All | +20,582.0% | +10,752.7% | +9,829.3% | +8,568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling