+8,725.3%
CAT vs ALB
+2,214.8%
+6,510.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -10.3% | +9.1% | -19.4% | -13.3% |
| 30D | -31.2% | -3.4% | -27.8% | -30.5% |
| 3M | -34.7% | -20.6% | -14.1% | -29.7% |
| 6M | -39.5% | -48.2% | +8.7% | -24.8% |
| YTD | -1.7% | -29.2% | +27.6% | +6.5% |
| 1Y | -1.1% | +10.0% | -11.1% | -9.7% |
| 3Y | +143.9% | -12.9% | +156.8% | +113.9% |
| 5Y | +194.8% | -61.3% | +256.1% | +227.8% |
| 10Y | +739.8% | +35.8% | +704.0% | +398.8% |
| All | +8,725.3% | +2,214.8% | +6,510.5% | +2,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling