+143.9%
CAT vs GAP
+67.6%
+76.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.1% | +1.5% |
| 7D | -10.3% | -3.8% | -6.5% | -9.9% |
| 30D | -31.2% | -9.0% | -22.2% | -30.3% |
| 3M | -34.7% | +5.5% | -40.1% | -35.6% |
| 6M | -39.5% | -11.1% | -28.4% | -38.9% |
| YTD | -1.7% | -13.6% | +11.9% | -0.6% |
| 1Y | -1.1% | -2.9% | +1.7% | -2.2% |
| 3Y | +143.9% | +69.6% | +74.2% | +121.3% |
| All | +143.9% | +67.6% | +76.3% | +121.3% |
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