+958.4%
CAT vs GM
+231.7%
+726.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +7.4% | -0.2% | +7.6% | +7.6% |
| 30D | -19.7% | +3.6% | -23.2% | -21.4% |
| 3M | -29.6% | -0.2% | -29.4% | -30.3% |
| 6M | -33.2% | +13.9% | -47.1% | -37.7% |
| YTD | +5.7% | +6.5% | -0.8% | +0.8% |
| 1Y | +9.3% | +20.7% | -11.3% | -1.1% |
| 3Y | +158.3% | +229.5% | -71.1% | +44.8% |
| 5Y | +211.6% | +41.5% | +170.1% | +142.6% |
| 10Y | +698.5% | +204.8% | +493.7% | +300.4% |
| All | +958.4% | +231.7% | +726.7% | +348.5% |
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