+6.8%
CAT vs GEN
+18.5%
-11.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +3.4% |
| 7D | +1.7% | -0.8% | +2.6% | +1.5% |
| 30D | -24.6% | +31.2% | -55.8% | -19.6% |
| 3M | -28.5% | +6.1% | -34.6% | -26.0% |
| 6M | -34.8% | +38.1% | -72.9% | -30.3% |
| YTD | +5.9% | +14.4% | -8.5% | +13.1% |
| 1Y | +6.8% | +15.1% | -8.3% | +13.8% |
| All | +6.8% | +18.5% | -11.7% | +13.8% |
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