+746.7%
GOOGL vs CAT
+1,125.3%
-378.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.0% |
| 7D | -1.9% | +2.9% | -4.8% | -2.8% |
| 30D | -7.5% | -2.6% | -4.8% | -6.8% |
| 3M | -9.2% | -10.7% | +1.5% | -6.6% |
| 6M | +8.1% | +16.1% | -8.1% | +0.6% |
| YTD | +5.8% | +43.2% | -37.4% | -9.3% |
| 1Y | +38.3% | +96.8% | -58.5% | +5.1% |
| 3Y | +144.8% | +201.4% | -56.6% | +55.6% |
| 5Y | +132.5% | +332.7% | -200.1% | +25.0% |
| 10Y | +746.7% | +1,157.1% | -410.4% | +228.3% |
| All | +746.7% | +1,125.3% | -378.6% | +228.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling