+183.3%
CAT vs ALLY
-9.5%
+192.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -10.3% | +0.9% | -11.2% | -10.7% |
| 30D | -31.2% | +3.1% | -34.3% | -32.1% |
| 3M | -34.7% | -12.6% | -22.1% | -31.7% |
| 6M | -39.5% | -12.4% | -27.0% | -36.9% |
| YTD | -1.7% | -13.2% | +11.5% | +2.5% |
| 1Y | -1.1% | +1.8% | -2.9% | -2.6% |
| 3Y | +143.9% | +58.0% | +85.9% | +104.9% |
| All | +183.3% | -9.5% | +192.8% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling