+183.3%
CAT vs ABCL
-21.8%
+205.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.1% |
| 7D | -10.3% | -3.2% | -7.1% | -10.0% |
| 30D | -31.2% | -7.4% | -23.8% | -30.7% |
| 3M | -34.7% | +81.9% | -116.6% | -39.7% |
| 6M | -39.5% | +135.7% | -175.2% | -46.5% |
| YTD | -1.7% | +247.4% | -249.0% | -17.8% |
| 1Y | -1.1% | +162.3% | -163.4% | -14.9% |
| 3Y | +143.9% | +165.5% | -21.6% | +99.3% |
| All | +183.3% | -21.8% | +205.1% | +142.3% |
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 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