+197.7%
CAT vs GWRE
+49.2%
+148.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +0.6% | -30.9% | +31.5% | 0.0% |
| 30D | -4.5% | -20.7% | +16.1% | -4.9% |
| 3M | -5.8% | +20.2% | -26.0% | -6.5% |
| 6M | +12.7% | -11.9% | +24.6% | +14.0% |
| YTD | +41.4% | -30.3% | +71.7% | +48.2% |
| 1Y | +92.1% | -44.6% | +136.7% | +109.5% |
| All | +197.7% | +49.2% | +148.5% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling