+400.5%
CAT vs ALC
+30.3%
+370.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -6.3% | +2.3% | -8.6% | -7.2% |
| 30D | -26.8% | +15.5% | -42.3% | -30.8% |
| 3M | -30.0% | +0.6% | -30.6% | -30.7% |
| 6M | -34.6% | +18.4% | -53.0% | -39.5% |
| YTD | +2.9% | -5.6% | +8.5% | +3.3% |
| 1Y | +3.3% | 0.0% | +3.2% | +1.2% |
| 3Y | +153.7% | +2.8% | +150.9% | +140.1% |
| 5Y | +207.3% | -8.8% | +216.1% | +199.7% |
| All | +400.5% | +30.3% | +370.2% | +282.5% |
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