+197.7%
CAT vs GNRC
+57.0%
+140.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -4.5% | -15.8% | +11.3% | +1.8% |
| 3M | -5.8% | -24.0% | +18.2% | +4.6% |
| 6M | +12.7% | -13.8% | +26.5% | +19.2% |
| YTD | +41.4% | +33.2% | +8.2% | +28.7% |
| 1Y | +92.1% | -1.8% | +93.9% | +91.0% |
| All | +197.7% | +57.0% | +140.7% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling