+13,444.1%
GOOG vs CAT
+3,721.7%
+9,722.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.7% |
| 7D | -2.1% | +1.7% | -3.9% | -2.8% |
| 30D | -6.8% | -6.6% | -0.3% | -4.6% |
| 3M | -9.1% | -13.3% | +4.2% | -5.2% |
| 6M | +10.7% | +11.6% | -0.9% | +4.2% |
| YTD | +7.1% | +42.9% | -35.9% | -9.0% |
| 1Y | +44.6% | +95.4% | -50.8% | +8.4% |
| 3Y | +147.4% | +196.6% | -49.2% | +54.3% |
| 5Y | +133.8% | +321.7% | -187.9% | +23.2% |
| 10Y | +777.5% | +1,140.8% | -363.3% | +180.8% |
| All | +13,444.1% | +3,721.7% | +9,722.5% | +2,460.7% |
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