+213.9%
CAT vs GE
+405.3%
-191.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +7.4% | +2.7% | +4.8% | +6.1% |
| 30D | -19.7% | +8.1% | -27.7% | -22.9% |
| 3M | -29.6% | -7.9% | -21.7% | -27.1% |
| 6M | -33.2% | +12.9% | -46.1% | -37.4% |
| YTD | +5.7% | +8.2% | -2.5% | +0.5% |
| 1Y | +9.3% | +9.7% | -0.3% | +3.1% |
| 3Y | +158.3% | +266.1% | -107.8% | +29.1% |
| All | +213.9% | +405.3% | -191.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling