+95.4%
CAT vs GM
+52.7%
+42.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | -6.6% | -1.6% | -5.0% | -6.2% |
| 3M | -13.3% | +5.7% | -19.0% | -15.0% |
| 6M | +11.6% | +12.2% | -0.5% | +6.9% |
| YTD | +42.9% | +8.4% | +34.5% | +37.4% |
| 1Y | +95.4% | +52.3% | +43.1% | +89.2% |
| All | +95.4% | +52.7% | +42.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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