+62.3%
CAT vs ALAB
+262.8%
-200.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | 0.0% |
| 7D | -10.3% | -26.3% | +16.0% | -6.7% |
| 30D | -31.2% | -50.1% | +18.9% | -24.9% |
| 3M | -34.7% | -42.5% | +7.8% | -30.3% |
| 6M | -39.5% | -10.8% | -28.6% | -38.8% |
| YTD | -1.7% | +14.6% | -16.3% | -4.9% |
| 1Y | -1.1% | +17.1% | -18.2% | -5.0% |
| All | +62.3% | +262.8% | -200.6% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling