+11,453.7%
GOOGL vs CAT
+2,651.2%
+8,802.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | +2.6% | -6.3% | +8.9% | +4.9% |
| 30D | -18.3% | -26.8% | +8.5% | -8.2% |
| 3M | -19.6% | -30.0% | +10.5% | -8.6% |
| 6M | -28.2% | -34.6% | +6.4% | -17.4% |
| YTD | -8.0% | +2.9% | -10.9% | -11.9% |
| 1Y | -0.7% | +3.3% | -4.0% | -5.0% |
| 3Y | +118.8% | +153.7% | -34.9% | +44.0% |
| 5Y | +98.9% | +207.3% | -108.4% | +17.8% |
| 10Y | +643.6% | +674.0% | -30.4% | +185.0% |
| All | +11,453.7% | +2,651.2% | +8,802.5% | +2,361.9% |
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