+99.9%
GOOG vs CAT
+214.4%
-114.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.1% |
| 7D | +1.2% | +1.7% | -0.6% | +0.5% |
| 30D | -16.7% | -24.6% | +7.8% | -9.4% |
| 3M | -15.2% | -28.5% | +13.3% | -6.6% |
| 6M | -24.8% | -34.8% | +10.0% | -15.6% |
| YTD | -7.2% | +5.9% | -13.1% | -12.0% |
| 1Y | -0.1% | +6.8% | -7.0% | -5.6% |
| 3Y | +118.8% | +161.1% | -42.2% | +51.1% |
| 5Y | +99.9% | +213.4% | -113.5% | +25.3% |
| All | +99.9% | +214.4% | -114.5% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling