+700.3%
CAT vs ALLE
+212.2%
+488.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +1.7% | -0.8% | +2.6% | +2.4% |
| 30D | -24.6% | +27.4% | -51.9% | -34.9% |
| 3M | -28.5% | +13.8% | -42.3% | -34.2% |
| 6M | -34.8% | +45.5% | -80.3% | -48.4% |
| YTD | +5.9% | +21.4% | -15.5% | -7.4% |
| 1Y | +6.8% | +15.4% | -8.5% | -3.8% |
| 3Y | +161.1% | +91.7% | +69.4% | +71.2% |
| 5Y | +213.4% | +54.5% | +158.9% | +127.5% |
| 10Y | +700.3% | +210.5% | +489.8% | +287.3% |
| All | +700.3% | +212.2% | +488.2% | +287.3% |
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