-1.1%
CAT vs GEN
+17.5%
-18.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.3% |
| 7D | -10.3% | +2.3% | -12.6% | -9.8% |
| 30D | -31.2% | +33.1% | -64.2% | -26.7% |
| 3M | -34.7% | +6.5% | -41.1% | -32.4% |
| 6M | -39.5% | +53.8% | -93.3% | -35.7% |
| YTD | -1.7% | +11.2% | -12.9% | +4.1% |
| 1Y | -1.1% | +19.4% | -20.5% | +4.0% |
| All | -1.1% | +17.5% | -18.6% | +4.0% |
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