+272.2%
CAT vs ABCL
-80.4%
+352.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.3% |
| 7D | +1.7% | -2.7% | +4.4% | +2.0% |
| 30D | -24.6% | -5.4% | -19.1% | -24.2% |
| 3M | -28.5% | +22.4% | -50.9% | -30.1% |
| 6M | -34.8% | +127.6% | -162.4% | -40.7% |
| YTD | +5.9% | +249.4% | -243.5% | -8.1% |
| 1Y | +6.8% | +198.0% | -191.2% | -6.1% |
| 3Y | +161.1% | +195.8% | -34.7% | +121.4% |
| 5Y | +213.4% | -20.6% | +234.0% | +177.2% |
| All | +272.2% | -80.4% | +352.6% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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