+3.0%
GOOG vs CAT
+7.0%
-4.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +4.8% | +9.3% | -4.5% | +2.4% |
| 30D | -15.5% | -21.5% | +6.0% | -10.3% |
| 3M | -13.7% | -29.1% | +15.4% | -6.7% |
| 6M | -23.0% | -33.4% | +10.4% | -16.4% |
| YTD | -5.7% | +6.6% | -12.3% | -14.3% |
| 1Y | +3.0% | +6.5% | -3.5% | -7.2% |
| All | +3.0% | +7.0% | -4.0% | -7.2% |
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