+207.3%
CAT vs GM
+60.0%
+147.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -26.8% | +7.2% | -34.0% | -28.9% |
| 3M | -30.0% | +1.0% | -31.1% | -30.9% |
| 6M | -34.6% | +13.0% | -47.6% | -38.2% |
| YTD | +2.9% | +9.8% | -6.9% | -2.2% |
| 1Y | +3.3% | +25.9% | -22.6% | -6.6% |
| 3Y | +153.7% | +240.4% | -86.7% | +51.3% |
| 5Y | +207.3% | +56.1% | +151.2% | +130.7% |
| All | +207.3% | +60.0% | +147.3% | +130.7% |
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