+8.9%
CAT vs ALLY
+4.2%
+4.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -6.6% |
| 7D | -17.1% | +2.4% | -19.5% | -17.9% |
| 30D | -30.1% | +5.6% | -35.7% | -31.7% |
| 3M | -32.4% | -11.7% | -20.7% | -28.8% |
| 6M | -32.1% | -7.0% | -25.1% | -30.5% |
| YTD | +4.1% | -10.4% | +14.5% | +7.7% |
| 1Y | +8.9% | +2.4% | +6.5% | +6.7% |
| All | +8.9% | +4.2% | +4.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling