+674.0%
CAT vs ALM
+2,040.7%
-1,366.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.2% | +4.8% | -2.0% |
| 7D | -6.3% | -6.3% | 0.0% | -6.0% |
| 30D | -26.8% | -31.4% | +4.6% | -25.4% |
| 3M | -30.0% | -40.6% | +10.5% | -28.3% |
| 6M | -34.6% | -58.6% | +24.1% | -32.1% |
| YTD | +2.9% | -7.6% | +10.5% | +3.7% |
| 1Y | +3.3% | +13.8% | -10.6% | +3.2% |
| 3Y | +153.7% | +842.1% | -688.4% | +134.6% |
| 5Y | +207.3% | +407.4% | -200.1% | +186.1% |
| 10Y | +674.0% | +2,079.4% | -1,405.4% | +636.3% |
| All | +674.0% | +2,040.7% | -1,366.7% | +636.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling