+128.8%
GOOG vs CAT
+330.4%
-201.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.8% |
| 7D | -1.6% | +2.9% | -4.5% | -2.4% |
| 30D | -7.7% | -2.6% | -5.0% | -7.1% |
| 3M | -9.3% | -10.7% | +1.4% | -7.1% |
| 6M | +7.4% | +16.1% | -8.7% | +0.7% |
| YTD | +4.9% | +43.2% | -38.4% | -8.7% |
| 1Y | +37.2% | +96.8% | -59.6% | +7.3% |
| 3Y | +141.6% | +201.4% | -59.7% | +61.5% |
| 5Y | +128.8% | +332.7% | -203.9% | +32.1% |
| All | +128.8% | +330.4% | -201.7% | +32.1% |
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