+203.9%
CAT vs GM
+171.2%
+32.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | -2.3% | -1.8% | -0.5% | -1.8% |
| 3M | -10.0% | +2.6% | -12.6% | -11.1% |
| 6M | +21.2% | +14.6% | +6.7% | +15.1% |
| YTD | +44.4% | +6.2% | +38.3% | +40.1% |
| 1Y | +96.3% | +48.7% | +47.6% | +69.7% |
| 3Y | +203.9% | +168.3% | +35.6% | +114.9% |
| All | +203.9% | +171.2% | +32.7% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling