+183.3%
CAT vs ALLE
+49.9%
+133.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -10.3% | -0.6% | -9.7% | -10.1% |
| 30D | -31.2% | +25.3% | -56.5% | -39.2% |
| 3M | -34.7% | +10.3% | -44.9% | -38.3% |
| 6M | -39.5% | +38.0% | -77.5% | -49.7% |
| YTD | -1.7% | +17.8% | -19.4% | -11.3% |
| 1Y | -1.1% | +13.6% | -14.7% | -9.1% |
| 3Y | +143.9% | +89.2% | +54.7% | +67.1% |
| All | +183.3% | +49.9% | +133.4% | +107.1% |
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 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