+2,058.6%
CAT vs GNRC
+2,087.1%
-28.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.1% |
| 7D | +1.7% | +1.9% | -0.2% | +1.2% |
| 30D | -6.6% | -13.8% | +7.3% | -2.6% |
| 3M | -13.3% | -32.6% | +19.3% | -3.1% |
| 6M | +11.6% | -15.2% | +26.8% | +16.5% |
| YTD | +42.9% | +37.4% | +5.6% | +30.4% |
| 1Y | +95.4% | +5.1% | +90.3% | +90.1% |
| 3Y | +196.6% | +57.5% | +139.1% | +152.4% |
| 5Y | +321.7% | -58.7% | +380.4% | +374.8% |
| 10Y | +1,140.8% | +395.5% | +745.3% | +496.8% |
| All | +2,058.6% | +2,087.1% | -28.5% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling