+201.7%
CAT vs GAP
+118.2%
+83.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.7% | -4.5% | +6.2% | +2.4% |
| 30D | -6.6% | +9.0% | -15.6% | -8.1% |
| 3M | -13.3% | +5.0% | -18.3% | -14.4% |
| 6M | +11.6% | -17.8% | +29.4% | +14.3% |
| YTD | +42.9% | -10.4% | +53.3% | +44.1% |
| 1Y | +95.4% | -3.4% | +98.8% | +93.7% |
| All | +201.7% | +118.2% | +83.4% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling