+8.9%
CAT vs GWRE
-24.5%
+33.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.9% | -11.2% | -4.1% |
| 7D | -17.1% | +2.2% | -19.3% | -16.7% |
| 30D | -30.1% | +4.5% | -34.6% | -29.3% |
| 3M | -32.4% | +6.4% | -38.8% | -30.3% |
| 6M | -32.1% | +18.8% | -51.0% | -26.3% |
| YTD | +4.1% | -15.1% | +19.2% | +12.5% |
| 1Y | +8.9% | -23.4% | +32.3% | +20.9% |
| All | +8.9% | -24.5% | +33.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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