+141.7%
CAT vs ABCL
+139.9%
+1.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.0% | -5.2% |
| 7D | -14.5% | -14.9% | +0.4% | -12.8% |
| 30D | -35.7% | -15.4% | -20.4% | -34.4% |
| 3M | -36.3% | +88.0% | -124.3% | -42.2% |
| 6M | -38.5% | +138.8% | -177.4% | -46.9% |
| YTD | -2.5% | +225.4% | -228.0% | -20.3% |
| 1Y | -1.9% | +137.3% | -139.2% | -16.6% |
| All | +141.7% | +139.9% | +1.8% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling