+6.5%
CAT vs GEN
+11.7%
-5.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | -0.1% |
| 7D | +9.3% | -3.0% | +12.3% | +8.6% |
| 30D | -21.5% | +24.7% | -46.2% | -17.1% |
| 3M | -29.1% | +4.1% | -33.2% | -26.9% |
| 6M | -33.4% | +36.0% | -69.4% | -29.2% |
| YTD | +6.6% | +10.9% | -4.3% | +13.0% |
| 1Y | +6.5% | +12.2% | -5.6% | +12.4% |
| All | +6.5% | +11.7% | -5.2% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling