+189,363.8%
CSCO vs CAT
+18,582.7%
+170,781.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -10.2% | -10.3% | +0.1% | -6.1% |
| 30D | -20.1% | -31.2% | +11.1% | -6.9% |
| 3M | -22.4% | -34.7% | +12.3% | -7.8% |
| 6M | +2.8% | -39.5% | +42.3% | +25.1% |
| YTD | +23.6% | -1.7% | +25.3% | +21.8% |
| 1Y | +34.0% | -1.1% | +35.2% | +31.5% |
| 3Y | +89.3% | +143.9% | -54.6% | +23.6% |
| 5Y | +87.9% | +194.8% | -106.9% | +9.2% |
| 10Y | +314.9% | +739.8% | -424.9% | +45.7% |
| All | +189,363.8% | +18,582.7% | +170,781.1% | +15,099.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling