+712.5%
CAT vs ALLY
+201.0%
+511.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -25.0% | +3.4% | -28.5% | -26.2% |
| 3M | -28.7% | -11.1% | -17.7% | -25.7% |
| 6M | -33.0% | -11.5% | -21.5% | -30.2% |
| YTD | +5.4% | -12.3% | +17.8% | +9.9% |
| 1Y | +7.3% | +1.1% | +6.2% | +5.7% |
| 3Y | +166.0% | +64.8% | +101.2% | +112.1% |
| 5Y | +210.1% | -6.9% | +217.0% | +193.7% |
| 10Y | +712.5% | +194.9% | +517.6% | +372.4% |
| All | +712.5% | +201.0% | +511.5% | +372.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling