+1,097.2%
CAT vs ALLY
+124.8%
+972.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +3.7% | -2.0% | +0.3% |
| 30D | -6.6% | -2.3% | -4.3% | -5.8% |
| 3M | -13.3% | +3.8% | -17.1% | -14.7% |
| 6M | +11.6% | +9.7% | +1.9% | +7.3% |
| YTD | +42.9% | -1.4% | +44.4% | +42.9% |
| 1Y | +95.4% | +8.2% | +87.2% | +87.5% |
| 3Y | +196.6% | +66.5% | +130.1% | +134.9% |
| 5Y | +321.7% | +1.2% | +320.5% | +286.2% |
| 10Y | +1,140.8% | +191.4% | +949.4% | +593.2% |
| All | +1,097.2% | +124.8% | +972.4% | +593.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling