+716.3%
CAT vs ALLY
+101.5%
+614.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -5.8% |
| 7D | -14.5% | -1.1% | -13.3% | -14.2% |
| 30D | -35.7% | +4.2% | -39.9% | -36.9% |
| 3M | -36.3% | -12.4% | -23.9% | -33.2% |
| 6M | -38.5% | -8.7% | -29.9% | -36.7% |
| YTD | -2.5% | -11.6% | +9.1% | +1.3% |
| 1Y | -1.9% | +0.2% | -2.1% | -3.0% |
| 3Y | +139.2% | +57.1% | +82.1% | +93.9% |
| 5Y | +192.1% | -6.8% | +199.0% | +176.0% |
| 10Y | +732.3% | +200.4% | +531.9% | +357.9% |
| All | +716.3% | +101.5% | +614.8% | +391.4% |
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 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