+8.9%
CAT vs GNRC
+17.5%
-8.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.5% | +4.3% | -1.1% |
| 7D | -17.1% | -6.0% | -11.1% | -15.0% |
| 30D | -30.1% | -12.0% | -18.1% | -26.4% |
| 3M | -32.4% | -13.4% | -19.0% | -28.5% |
| 6M | -32.1% | -26.4% | -5.8% | -22.4% |
| YTD | +4.1% | +38.8% | -34.7% | -9.6% |
| 1Y | +8.9% | +20.9% | -12.0% | +0.4% |
| All | +8.9% | +17.5% | -8.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling