+6.8%
CAT vs GE
+11.0%
-4.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.2% |
| 7D | +1.7% | +4.0% | -2.3% | -0.1% |
| 30D | -24.6% | +11.1% | -35.6% | -28.4% |
| 3M | -28.5% | -6.7% | -21.8% | -25.9% |
| 6M | -34.8% | +14.3% | -49.1% | -38.9% |
| YTD | +5.9% | +11.7% | -5.8% | -0.9% |
| 1Y | +6.8% | +10.9% | -4.1% | +2.4% |
| All | +6.8% | +11.0% | -4.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling