+38.3%
GOOG vs CAT
+93.5%
-55.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -3.6% | -4.5% | +0.9% | -2.7% |
| 3M | -6.4% | -5.8% | -0.6% | -6.4% |
| 6M | +7.8% | +12.7% | -5.0% | +1.4% |
| YTD | +5.5% | +41.4% | -35.9% | -8.0% |
| 1Y | +38.3% | +92.1% | -53.8% | +12.8% |
| All | +38.3% | +93.5% | -55.2% | +12.8% |
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