-38.5%
CAT vs GS
-3.6%
-34.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.4% | 0.0% | -2.7% |
| 7D | -14.5% | -6.3% | -8.1% | -11.1% |
| 30D | -35.7% | -3.1% | -32.6% | -34.5% |
| 3M | -36.3% | -17.7% | -18.6% | -28.8% |
| 6M | -38.5% | -4.6% | -34.0% | -35.4% |
| All | -38.5% | -3.6% | -34.9% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 6mo: compounded portfolio wealth divided by compounded GS 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…
6mo analysis · Full analysis span regression · 6 months rolling