+213.4%
CAT vs ALC
-10.6%
+224.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.5% |
| 7D | +1.7% | -6.3% | +8.0% | +3.4% |
| 30D | -24.6% | +12.6% | -37.2% | -27.3% |
| 3M | -28.5% | -3.8% | -24.7% | -28.0% |
| 6M | -34.8% | +16.8% | -51.6% | -38.6% |
| YTD | +5.9% | -7.6% | +13.5% | +7.3% |
| 1Y | +6.8% | -5.9% | +12.7% | +7.4% |
| 3Y | +161.1% | +0.6% | +160.5% | +152.3% |
| 5Y | +213.4% | -9.5% | +222.9% | +202.4% |
| All | +213.4% | -10.6% | +224.0% | +202.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling