-38.5%
CAT vs ALLY
-8.5%
-30.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -6.1% |
| 7D | -14.5% | -1.1% | -13.3% | -14.0% |
| 30D | -35.7% | +4.2% | -39.9% | -36.5% |
| 3M | -36.3% | -12.4% | -23.9% | -33.0% |
| 6M | -38.5% | -8.7% | -29.9% | -37.4% |
| All | -38.5% | -8.5% | -30.0% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling