+135.9%
CAT vs ALAB
+490.6%
-354.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.8% | -8.0% | +0.5% |
| 7D | +1.7% | +7.2% | -5.5% | +0.7% |
| 30D | -6.6% | -2.5% | -4.0% | -6.4% |
| 3M | -13.3% | -13.3% | 0.0% | -12.5% |
| 6M | +11.6% | +172.8% | -161.2% | -0.8% |
| YTD | +42.9% | +86.6% | -43.6% | +30.5% |
| 1Y | +95.4% | +65.2% | +30.3% | +78.2% |
| All | +135.9% | +490.6% | -354.7% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling