+201.5%
CAT vs ALLE
+42.6%
+158.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.6% | -6.8% | +0.2% | -3.2% |
| 3M | -13.3% | +21.0% | -34.3% | -22.6% |
| 6M | +11.6% | +1.1% | +10.5% | +10.4% |
| YTD | +42.9% | -0.5% | +43.5% | +41.7% |
| 1Y | +95.4% | -7.3% | +102.7% | +101.4% |
| All | +201.5% | +42.6% | +158.9% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling