+712.5%
CAT vs GEN
+166.9%
+545.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -25.0% | +28.2% | -53.2% | -28.6% |
| 3M | -28.7% | +2.6% | -31.3% | -29.6% |
| 6M | -33.0% | +32.7% | -65.7% | -37.7% |
| YTD | +5.4% | +11.3% | -5.8% | +1.3% |
| 1Y | +7.3% | +17.9% | -10.7% | +1.6% |
| 3Y | +166.0% | +66.3% | +99.7% | +131.4% |
| 5Y | +210.1% | +31.7% | +178.4% | +177.4% |
| 10Y | +712.5% | +150.0% | +562.5% | +494.2% |
| All | +712.5% | +166.9% | +545.6% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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