+712.5%
CAT vs GE
+165.1%
+547.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.8% | +3.4% | +5.6% |
| 7D | -2.4% | +6.3% | -8.7% | -4.8% |
| 30D | -25.0% | +8.9% | -33.9% | -27.8% |
| 3M | -28.7% | -9.2% | -19.5% | -26.1% |
| 6M | -33.0% | +13.2% | -46.2% | -36.6% |
| YTD | +5.4% | +9.4% | -4.0% | +0.7% |
| 1Y | +7.3% | +9.8% | -2.5% | +2.1% |
| 3Y | +166.0% | +278.2% | -112.1% | +50.0% |
| 5Y | +210.1% | +396.0% | -185.9% | +53.1% |
| 10Y | +712.5% | +162.4% | +550.2% | +286.8% |
| All | +712.5% | +165.1% | +547.4% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling