+220,352.3%
CSCO vs CAT
+27,056.7%
+193,295.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | -10.1% | -6.6% | -3.6% | -7.7% |
| 3M | -15.7% | -13.3% | -2.4% | -11.2% |
| 6M | +36.3% | +11.6% | +24.7% | +28.4% |
| YTD | +43.8% | +42.9% | +0.9% | +21.8% |
| 1Y | +63.9% | +95.4% | -31.5% | +20.7% |
| 3Y | +104.4% | +196.6% | -92.2% | +23.3% |
| 5Y | +111.4% | +321.7% | -210.3% | +6.1% |
| 10Y | +361.7% | +1,140.8% | -779.1% | +38.2% |
| All | +220,352.3% | +27,056.7% | +193,295.6% | +15,102.6% |
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