+674.0%
CAT vs ALB
+34.3%
+639.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.2% |
| 7D | -6.3% | +5.3% | -11.6% | -7.9% |
| 30D | -26.8% | -6.3% | -20.5% | -25.5% |
| 3M | -30.0% | -27.4% | -2.6% | -23.7% |
| 6M | -34.6% | -53.1% | +18.5% | -19.3% |
| YTD | +2.9% | -32.3% | +35.2% | +11.4% |
| 1Y | +3.3% | -7.3% | +10.6% | +1.0% |
| 3Y | +153.7% | -14.9% | +168.6% | +129.3% |
| 5Y | +207.3% | -62.0% | +269.3% | +245.9% |
| 10Y | +674.0% | +33.0% | +641.0% | +398.8% |
| All | +674.0% | +34.3% | +639.7% | +398.8% |
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