+332.7%
CAT vs GM
+78.5%
+254.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | 0.0% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | -2.6% | -4.6% | +1.9% | -1.1% |
| 3M | -10.7% | +0.2% | -10.9% | -11.1% |
| 6M | +16.1% | +12.6% | +3.5% | +10.6% |
| YTD | +43.2% | +3.7% | +39.6% | +40.0% |
| 1Y | +96.8% | +45.6% | +51.2% | +68.7% |
| 3Y | +201.4% | +162.0% | +39.4% | +99.8% |
| 5Y | +332.7% | +80.5% | +252.2% | +189.0% |
| All | +332.7% | +78.5% | +254.2% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling