+1,331.9%
CAT vs GM
+238.5%
+1,093.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.7% | +1.9% | -0.2% | +0.9% |
| 30D | -6.6% | -1.4% | -5.2% | -6.1% |
| 3M | -13.3% | +5.9% | -19.2% | -15.7% |
| 6M | +11.6% | +12.4% | -0.8% | +5.6% |
| YTD | +42.9% | +8.6% | +34.3% | +36.6% |
| 1Y | +95.4% | +52.6% | +42.8% | +60.0% |
| 3Y | +196.6% | +169.7% | +26.9% | +82.8% |
| 5Y | +321.7% | +87.5% | +234.1% | +191.2% |
| 10Y | +1,140.8% | +233.0% | +907.8% | +502.0% |
| All | +1,331.9% | +238.5% | +1,093.4% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling