+3,605.0%
CAT vs ALNY
+4,163.9%
-558.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +5.6% | +5.7% | -0.1% | +4.7% |
| 30D | -2.3% | +18.7% | -21.0% | -4.7% |
| 3M | -10.0% | -11.0% | +1.0% | -9.7% |
| 6M | +21.2% | -18.9% | +40.1% | +23.1% |
| YTD | +44.4% | -34.6% | +79.0% | +50.7% |
| 1Y | +96.3% | -42.8% | +139.1% | +108.3% |
| 3Y | +203.9% | +29.1% | +174.8% | +180.7% |
| 5Y | +333.5% | +39.6% | +293.9% | +280.3% |
| 10Y | +1,126.0% | +253.8% | +872.3% | +733.0% |
| All | +3,605.0% | +4,163.9% | -558.9% | +1,423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling