+6.5%
CAT vs ALLY
-0.9%
+7.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +9.3% | -2.1% | +11.5% | +10.2% |
| 30D | -21.5% | +2.0% | -23.5% | -22.3% |
| 3M | -29.1% | -13.3% | -15.8% | -24.8% |
| 6M | -33.4% | -9.9% | -23.5% | -30.8% |
| YTD | +6.6% | -13.5% | +20.1% | +12.1% |
| 1Y | +6.5% | -2.8% | +9.3% | +5.4% |
| All | +6.5% | -0.9% | +7.5% | +5.4% |
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 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