+412.7%
CAT vs ALC
+32.2%
+380.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | -2.4% | +2.1% | -4.5% | -3.3% |
| 30D | -25.0% | +17.2% | -42.2% | -29.5% |
| 3M | -28.7% | +4.6% | -33.4% | -30.4% |
| 6M | -33.0% | +20.1% | -53.1% | -38.3% |
| YTD | +5.4% | -4.2% | +9.6% | +5.3% |
| 1Y | +7.3% | +2.1% | +5.2% | +4.3% |
| 3Y | +166.0% | +4.5% | +161.6% | +150.4% |
| 5Y | +210.1% | -12.3% | +222.4% | +208.7% |
| All | +412.7% | +32.2% | +380.6% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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