+326.0%
CAT vs ALB
-44.4%
+370.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +2.7% |
| 7D | +1.7% | -8.1% | +9.8% | +3.6% |
| 30D | -6.6% | +6.3% | -12.8% | -8.2% |
| 3M | -13.3% | -23.6% | +10.3% | -8.3% |
| 6M | +11.6% | -24.6% | +36.2% | +17.4% |
| YTD | +42.9% | -10.3% | +53.2% | +43.2% |
| 1Y | +95.4% | +61.5% | +34.0% | +67.7% |
| 3Y | +196.6% | -34.0% | +230.6% | +199.3% |
| All | +326.0% | -44.4% | +370.4% | +326.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling