-38.5%
CAT vs GD
+2.4%
-41.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -6.7% |
| 7D | -14.5% | -3.9% | -10.6% | -15.0% |
| 30D | -35.7% | +8.1% | -43.8% | -35.0% |
| 3M | -36.3% | -6.8% | -29.5% | -36.3% |
| 6M | -38.5% | +3.0% | -41.5% | -38.2% |
| All | -38.5% | +2.4% | -41.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 6mo: compounded portfolio wealth divided by compounded GD 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…
6mo analysis · Full analysis span regression · 6 months rolling