+95.4%
CAT vs ALNY
-40.8%
+136.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +1.7% | +12.2% | -10.5% | +1.4% |
| 30D | -6.6% | +16.3% | -22.9% | -7.0% |
| 3M | -13.3% | -12.4% | -0.9% | -12.4% |
| 6M | +11.6% | -18.7% | +30.3% | +14.3% |
| YTD | +42.9% | -33.1% | +76.0% | +49.3% |
| 1Y | +95.4% | -41.3% | +136.8% | +113.4% |
| All | +95.4% | -40.8% | +136.2% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling