-1.1%
CAT vs ALC
+2.0%
-3.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.8% |
| 7D | -10.3% | +4.9% | -15.2% | -10.0% |
| 30D | -31.2% | +19.0% | -50.1% | -31.2% |
| 3M | -34.7% | +7.8% | -42.4% | -34.4% |
| 6M | -39.5% | +14.6% | -54.0% | -39.9% |
| YTD | -1.7% | -4.4% | +2.8% | +1.6% |
| 1Y | -1.1% | +1.4% | -2.5% | +0.4% |
| All | -1.1% | +2.0% | -3.1% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling