+326.0%
CAT vs ALM
+951.0%
-625.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +1.7% | -2.6% | +4.3% | +1.9% |
| 30D | -6.6% | +32.0% | -38.6% | -8.8% |
| 3M | -13.3% | -15.0% | +1.7% | -13.0% |
| 6M | +11.6% | -10.1% | +21.7% | +11.0% |
| YTD | +42.9% | +99.4% | -56.5% | +35.8% |
| 1Y | +95.4% | +316.4% | -220.9% | +77.9% |
| 3Y | +196.6% | +2,022.0% | -1,825.4% | +133.7% |
| All | +326.0% | +951.0% | -625.0% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling