+595.2%
CAT vs ALC
+24.0%
+571.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | +1.7% | -2.1% | +3.8% | +2.5% |
| 30D | -6.6% | -0.1% | -6.5% | -6.7% |
| 3M | -13.3% | +5.9% | -19.2% | -15.7% |
| 6M | +11.6% | -15.9% | +27.5% | +18.1% |
| YTD | +42.9% | -10.1% | +53.1% | +46.9% |
| 1Y | +95.4% | -10.2% | +105.7% | +100.5% |
| 3Y | +196.6% | -13.6% | +210.1% | +202.7% |
| 5Y | +321.7% | -15.1% | +336.8% | +324.7% |
| All | +595.2% | +24.0% | +571.2% | +443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling