+45.9%
CSCO vs CAT
+5.5%
+40.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.9% | +2.4% |
| 7D | -6.1% | -17.1% | +11.1% | 0.0% |
| 30D | -8.2% | -30.1% | +22.0% | +3.6% |
| 3M | -14.6% | -32.4% | +17.8% | -2.8% |
| 6M | +12.7% | -32.1% | +44.8% | +27.8% |
| YTD | +37.0% | +4.1% | +32.9% | +41.8% |
| 1Y | +45.9% | +8.9% | +37.0% | +52.8% |
| All | +45.9% | +5.5% | +40.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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