-33.4%
CAT vs GE
+10.7%
-44.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +2.2% |
| 7D | +9.3% | +5.1% | +4.2% | +6.8% |
| 30D | -21.5% | +7.6% | -29.0% | -24.1% |
| 3M | -29.1% | -9.3% | -19.8% | -24.8% |
| 6M | -33.4% | +11.5% | -44.9% | -35.5% |
| All | -33.4% | +10.7% | -44.1% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling