+95.4%
CAT vs GAP
+1.5%
+93.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +1.7% | -4.5% | +6.2% | +2.2% |
| 30D | -6.6% | +9.0% | -15.6% | -7.7% |
| 3M | -13.3% | +5.0% | -18.3% | -13.7% |
| 6M | +11.6% | -17.8% | +29.4% | +15.5% |
| YTD | +42.9% | -10.4% | +53.3% | +46.3% |
| 1Y | +95.4% | -3.4% | +98.8% | +97.0% |
| All | +95.4% | +1.5% | +93.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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