+865.5%
CAT vs ALLE
+344.1%
+521.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.0% | -6.2% |
| 7D | -17.1% | +6.7% | -23.8% | -20.2% |
| 30D | -30.1% | +25.4% | -55.5% | -38.9% |
| 3M | -32.4% | +16.9% | -49.3% | -38.7% |
| 6M | -32.1% | +46.6% | -78.7% | -46.3% |
| YTD | +4.1% | +22.4% | -18.3% | -9.2% |
| 1Y | +8.9% | +17.7% | -8.8% | -3.0% |
| 3Y | +155.5% | +96.3% | +59.1% | +68.0% |
| 5Y | +215.5% | +57.4% | +158.1% | +129.3% |
| 10Y | +788.9% | +241.0% | +547.8% | +318.3% |
| All | +865.5% | +344.1% | +521.4% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling