+13,507.3%
GOOGL vs CAT
+3,721.7%
+9,785.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | -2.3% | +1.7% | -4.0% | -2.9% |
| 30D | -6.6% | -6.6% | 0.0% | -4.3% |
| 3M | -8.9% | -13.3% | +4.3% | -5.1% |
| 6M | +11.9% | +11.6% | +0.3% | +5.3% |
| YTD | +8.3% | +42.9% | -34.6% | -7.9% |
| 1Y | +46.2% | +95.4% | -49.2% | +9.6% |
| 3Y | +151.9% | +196.6% | -44.7% | +57.1% |
| 5Y | +137.7% | +321.7% | -183.9% | +25.2% |
| 10Y | +757.6% | +1,140.8% | -383.2% | +174.4% |
| All | +13,507.3% | +3,721.7% | +9,785.6% | +2,472.9% |
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 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