+326.0%
CAT vs GE
+430.3%
-104.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.7% | -1.6% | +3.3% | +2.5% |
| 30D | -6.6% | -11.6% | +5.0% | -0.9% |
| 3M | -13.3% | +3.0% | -16.3% | -14.6% |
| 6M | +11.6% | -0.5% | +12.1% | +11.1% |
| YTD | +42.9% | +9.7% | +33.2% | +35.5% |
| 1Y | +95.4% | +20.0% | +75.4% | +77.0% |
| 3Y | +196.6% | +275.8% | -79.3% | +46.5% |
| All | +326.0% | +430.3% | -104.4% | +62.6% |
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