+9,404.3%
CAT vs ALB
+2,138.3%
+7,266.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +1.7% | +1.1% | +0.7% | +1.2% |
| 30D | -24.6% | -2.6% | -22.0% | -24.0% |
| 3M | -28.5% | -25.6% | -2.9% | -21.3% |
| 6M | -34.8% | -54.0% | +19.2% | -15.4% |
| YTD | +5.9% | -31.6% | +37.5% | +16.0% |
| 1Y | +6.8% | -6.6% | +13.4% | +3.7% |
| 3Y | +161.1% | -14.0% | +175.1% | +130.0% |
| 5Y | +213.4% | -62.5% | +276.0% | +252.5% |
| 10Y | +700.3% | +36.3% | +664.0% | +374.7% |
| All | +9,404.3% | +2,138.3% | +7,266.0% | +2,205.9% |
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