+271.3%
CAT vs ABCL
-81.2%
+352.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +7.4% | -3.3% | +10.7% | +7.8% |
| 30D | -19.7% | -7.1% | -12.6% | -19.2% |
| 3M | -29.6% | +4.7% | -34.3% | -30.2% |
| 6M | -33.2% | +140.9% | -174.1% | -39.6% |
| YTD | +5.7% | +236.0% | -230.3% | -8.0% |
| 1Y | +9.3% | +217.4% | -208.1% | -4.4% |
| 3Y | +158.3% | +188.7% | -30.4% | +119.7% |
| 5Y | +211.6% | -23.5% | +235.1% | +176.6% |
| All | +271.3% | -81.2% | +352.4% | +242.3% |
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