+8.9%
CAT vs ALAB
+23.1%
-14.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -4.4% |
| 7D | -17.1% | -24.9% | +7.8% | -12.8% |
| 30D | -30.1% | -38.4% | +8.3% | -24.1% |
| 3M | -32.4% | -38.3% | +5.9% | -27.2% |
| 6M | -32.1% | +10.9% | -43.1% | -32.1% |
| YTD | +4.1% | +34.2% | -30.1% | -2.1% |
| 1Y | +8.9% | +24.5% | -15.6% | +2.6% |
| All | +8.9% | +23.1% | -14.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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