+1,144.3%
CAT vs ALNY
+260.0%
+884.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.6% | -6.5% | +7.1% | +1.2% |
| 30D | -4.3% | +11.0% | -15.4% | -5.4% |
| 3M | -8.6% | -14.1% | +5.4% | -8.1% |
| 6M | +16.1% | -22.4% | +38.5% | +17.9% |
| YTD | +43.8% | -37.5% | +81.2% | +48.9% |
| 1Y | +91.5% | -46.9% | +138.4% | +101.4% |
| 3Y | +202.7% | +22.1% | +180.6% | +188.6% |
| 5Y | +335.1% | +31.2% | +303.9% | +302.4% |
| All | +1,144.3% | +260.0% | +884.4% | +875.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling