+326.0%
CAT vs ALLE
+13.7%
+312.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -13.3% | +21.0% | -34.3% | -22.4% |
| 6M | +11.6% | +1.1% | +10.5% | +10.1% |
| YTD | +42.9% | -0.5% | +43.5% | +41.6% |
| 1Y | +95.4% | -7.3% | +102.7% | +100.7% |
| 3Y | +196.6% | +42.3% | +154.3% | +136.4% |
| All | +326.0% | +13.7% | +312.3% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling