+3.3%
CAT vs GEN
+18.5%
-15.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.2% |
| 7D | -6.3% | +1.0% | -7.3% | -6.0% |
| 30D | -26.8% | +29.1% | -55.9% | -22.3% |
| 3M | -30.0% | +2.9% | -33.0% | -28.0% |
| 6M | -34.6% | +33.6% | -68.2% | -30.3% |
| YTD | +2.9% | +12.0% | -9.1% | +9.0% |
| 1Y | +3.3% | +16.2% | -12.9% | +9.0% |
| All | +3.3% | +18.5% | -15.2% | +9.0% |
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