+692.8%
GOOGL vs CAT
+696.4%
-3.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +3.9% | +7.4% | -3.6% | +1.2% |
| 30D | -14.9% | -19.7% | +4.8% | -8.2% |
| 3M | -14.6% | -29.6% | +15.0% | -3.9% |
| 6M | -26.4% | -33.2% | +6.8% | -16.8% |
| YTD | -5.3% | +5.7% | -11.0% | -10.3% |
| 1Y | +6.5% | +9.3% | -2.9% | -0.5% |
| 3Y | +126.0% | +158.3% | -32.3% | +49.6% |
| 5Y | +100.8% | +211.6% | -110.8% | +19.9% |
| All | +692.8% | +696.4% | -3.6% | +241.5% |
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