+306.4%
CSCO vs CAT
+725.4%
-419.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -10.2% | -10.3% | +0.1% | -6.4% |
| 30D | -20.1% | -31.2% | +11.1% | -7.9% |
| 3M | -22.1% | -34.7% | +12.6% | -8.5% |
| 6M | +3.2% | -39.5% | +42.7% | +23.9% |
| YTD | +24.1% | -1.7% | +25.7% | +22.5% |
| 1Y | +34.6% | -1.1% | +35.7% | +32.3% |
| 3Y | +90.0% | +143.9% | -53.9% | +25.9% |
| 5Y | +88.6% | +194.8% | -106.2% | +10.9% |
| All | +306.4% | +725.4% | -419.0% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling