-38.5%
CAT vs ALLE
+42.1%
-80.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -6.2% |
| 7D | -14.5% | 0.0% | -14.5% | -14.4% |
| 30D | -35.7% | +20.6% | -56.3% | -36.8% |
| 3M | -36.3% | +11.4% | -47.7% | -36.4% |
| 6M | -38.5% | +42.5% | -81.1% | -42.5% |
| All | -38.5% | +42.1% | -80.7% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling