+1,144.3%
CAT vs GWRE
+131.0%
+1,013.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +0.6% | -13.2% | +13.8% | +2.5% |
| 30D | -4.3% | -18.6% | +14.3% | -2.3% |
| 3M | -8.6% | +18.9% | -27.5% | -13.2% |
| 6M | +16.1% | -11.0% | +27.1% | +14.8% |
| YTD | +43.8% | -29.9% | +73.7% | +48.8% |
| 1Y | +91.5% | -44.3% | +135.8% | +108.9% |
| 3Y | +202.7% | +51.7% | +151.0% | +147.7% |
| 5Y | +335.1% | +15.4% | +319.7% | +276.8% |
| All | +1,144.3% | +131.0% | +1,013.4% | +716.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling