+11,715.7%
GOOG vs CAT
+2,724.8%
+8,990.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.6% |
| 7D | +3.0% | +7.4% | -4.4% | +0.2% |
| 30D | -14.9% | -19.7% | +4.8% | -7.7% |
| 3M | -14.9% | -29.6% | +14.7% | -3.5% |
| 6M | -26.6% | -33.2% | +6.6% | -16.2% |
| YTD | -6.6% | +5.7% | -12.3% | -11.4% |
| 1Y | +5.1% | +9.3% | -4.3% | -1.7% |
| 3Y | +121.0% | +158.3% | -37.4% | +44.4% |
| 5Y | +97.3% | +211.6% | -114.3% | +16.3% |
| 10Y | +683.2% | +698.5% | -15.2% | +196.5% |
| All | +11,715.7% | +2,724.8% | +8,990.9% | +2,391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling