+413.9%
CAT vs ALC
+30.4%
+383.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.9% |
| 7D | +7.4% | -1.1% | +8.5% | +7.8% |
| 30D | -19.7% | +16.0% | -35.7% | -24.2% |
| 3M | -29.6% | +0.8% | -30.4% | -30.3% |
| 6M | -33.2% | +16.8% | -50.0% | -37.9% |
| YTD | +5.7% | -5.5% | +11.2% | +6.0% |
| 1Y | +9.3% | -5.3% | +14.6% | +9.5% |
| 3Y | +158.3% | +4.1% | +154.2% | +143.1% |
| 5Y | +211.6% | -7.1% | +218.6% | +201.1% |
| All | +413.9% | +30.4% | +383.5% | +292.3% |
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