+712.5%
CAT vs ALB
+38.2%
+674.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | -2.4% | +9.5% | -11.9% | -5.2% |
| 30D | -25.0% | -2.1% | -22.9% | -24.7% |
| 3M | -28.7% | -24.1% | -4.6% | -23.2% |
| 6M | -33.0% | -51.0% | +18.0% | -18.3% |
| YTD | +5.4% | -29.3% | +34.8% | +12.7% |
| 1Y | +7.3% | +3.2% | +4.1% | +1.5% |
| 3Y | +166.0% | -9.3% | +175.4% | +135.7% |
| 5Y | +210.1% | -61.6% | +271.7% | +249.3% |
| 10Y | +712.5% | +40.8% | +671.7% | +416.6% |
| All | +712.5% | +38.2% | +674.3% | +416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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