+326.0%
CAT vs ABCL
-41.3%
+367.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -6.6% | +93.1% | -99.6% | -14.0% |
| 3M | -13.3% | +79.4% | -92.7% | -20.0% |
| 6M | +11.6% | +214.9% | -203.3% | -4.1% |
| YTD | +42.9% | +234.2% | -191.3% | +21.2% |
| 1Y | +95.4% | +174.8% | -79.3% | +68.2% |
| 3Y | +196.6% | +104.5% | +92.1% | +149.5% |
| All | +326.0% | -41.3% | +367.3% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling