+213.4%
CAT vs ALM
+456.2%
-242.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +1.7% | -7.2% | +8.9% | +2.5% |
| 30D | -24.6% | -26.4% | +1.8% | -22.5% |
| 3M | -28.5% | -38.6% | +10.1% | -25.7% |
| 6M | -34.8% | -61.0% | +26.2% | -30.4% |
| YTD | +5.9% | -7.4% | +13.3% | +7.3% |
| 1Y | +6.8% | +14.0% | -7.1% | +6.8% |
| 3Y | +161.1% | +844.4% | -683.4% | +122.4% |
| 5Y | +213.4% | +410.8% | -197.4% | +179.3% |
| All | +213.4% | +456.2% | -242.8% | +179.3% |
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 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