+725.3%
CAT vs ALLE
+222.4%
+502.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | -10.3% | -0.6% | -9.7% | -10.1% |
| 30D | -31.2% | +25.3% | -56.5% | -40.2% |
| 3M | -34.7% | +10.3% | -44.9% | -38.9% |
| 6M | -39.5% | +38.0% | -77.5% | -50.8% |
| YTD | -1.7% | +17.8% | -19.4% | -12.7% |
| 1Y | -1.1% | +13.6% | -14.7% | -10.4% |
| 3Y | +143.9% | +89.2% | +54.7% | +60.6% |
| 5Y | +194.8% | +51.1% | +143.7% | +116.2% |
| All | +725.3% | +222.4% | +502.9% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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