+11,349.2%
GOOGL vs CAT
+2,529.2%
+8,820.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +1.8% | -10.3% | +12.1% | +5.8% |
| 30D | -18.8% | -31.2% | +12.4% | -6.5% |
| 3M | -20.3% | -34.7% | +14.3% | -7.0% |
| 6M | -28.4% | -39.5% | +11.1% | -15.1% |
| YTD | -8.8% | -1.7% | -7.2% | -11.1% |
| 1Y | +0.3% | -1.1% | +1.4% | -2.4% |
| 3Y | +120.7% | +143.9% | -23.1% | +47.6% |
| 5Y | +93.1% | +194.8% | -101.6% | +16.3% |
| 10Y | +636.1% | +739.8% | -103.7% | +172.5% |
| All | +11,349.2% | +2,529.2% | +8,820.0% | +2,384.5% |
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 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