+74.7%
CAT vs ALAB
+339.3%
-264.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +2.0% |
| 7D | +1.7% | +3.4% | -1.7% | +1.0% |
| 30D | -24.6% | -28.8% | +4.2% | -21.5% |
| 3M | -28.5% | -26.0% | -2.5% | -26.3% |
| 6M | -34.8% | +11.4% | -46.2% | -36.1% |
| YTD | +5.9% | +38.8% | -32.9% | -0.3% |
| 1Y | +6.8% | +37.8% | -31.0% | +0.2% |
| All | +74.7% | +339.3% | -264.6% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling