+5.8%
CAT vs ABT
-9.7%
+15.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.3% |
| 7D | -2.4% | +0.3% | -2.7% | -2.2% |
| 30D | -25.0% | +11.6% | -36.6% | -23.2% |
| 3M | -28.7% | +3.1% | -31.9% | -27.8% |
| 6M | -33.0% | +32.8% | -65.8% | -31.5% |
| YTD | +5.4% | -9.6% | +15.0% | +12.2% |
| All | +5.8% | -9.7% | +15.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling