+766.4%
GOOGL vs CAT
+1,135.7%
-369.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.4% |
| 7D | +1.1% | +5.6% | -4.5% | -0.8% |
| 30D | -4.4% | -2.3% | -2.1% | -3.8% |
| 3M | -6.8% | -10.0% | +3.2% | -4.4% |
| 6M | +13.6% | +21.2% | -7.7% | +4.2% |
| YTD | +8.3% | +44.4% | -36.1% | -7.5% |
| 1Y | +44.9% | +96.3% | -51.3% | +10.2% |
| 3Y | +150.5% | +203.9% | -53.5% | +58.7% |
| 5Y | +137.7% | +333.5% | -195.8% | +27.8% |
| All | +766.4% | +1,135.7% | -369.2% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling