+9.3%
CAT vs GNRC
+18.7%
-9.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +7.4% | +7.9% | -0.5% | +3.8% |
| 30D | -19.7% | -3.7% | -16.0% | -18.6% |
| 3M | -29.6% | -11.9% | -17.7% | -26.1% |
| 6M | -33.2% | -28.6% | -4.6% | -22.9% |
| YTD | +5.7% | +39.9% | -34.2% | -8.1% |
| 1Y | +9.3% | +23.4% | -14.0% | -0.3% |
| All | +9.3% | +18.7% | -9.4% | -0.3% |
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