+710.1%
GOOG vs CAT
+703.2%
+6.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +4.8% | +9.3% | -4.5% | +1.5% |
| 30D | -15.5% | -21.5% | +6.0% | -8.1% |
| 3M | -13.7% | -29.1% | +15.4% | -3.2% |
| 6M | -23.0% | -33.4% | +10.4% | -12.8% |
| YTD | -5.7% | +6.6% | -12.3% | -10.9% |
| 1Y | +3.0% | +6.5% | -3.5% | -2.7% |
| 3Y | +122.4% | +162.7% | -40.3% | +46.4% |
| 5Y | +99.2% | +214.2% | -115.0% | +18.7% |
| All | +710.1% | +703.2% | +6.9% | +249.6% |
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 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