+712.5%
CAT vs ALM
+2,221.4%
-1,508.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +6.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | -25.0% | -26.1% | +1.1% | -23.9% |
| 3M | -28.7% | -38.1% | +9.4% | -27.2% |
| 6M | -33.0% | -55.4% | +22.4% | -30.8% |
| YTD | +5.4% | -0.4% | +5.8% | +5.8% |
| 1Y | +7.3% | +25.4% | -18.1% | +6.8% |
| 3Y | +166.0% | +907.8% | -741.7% | +145.5% |
| 5Y | +210.1% | +440.2% | -230.1% | +188.1% |
| 10Y | +712.5% | +2,031.1% | -1,318.6% | +675.9% |
| All | +712.5% | +2,221.4% | -1,508.9% | +675.9% |
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