+8.9%
CAT vs PLUG
-44.1%
+53.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.8% | -5.7% |
| 7D | -17.1% | +2.8% | -19.9% | -17.5% |
| 30D | -30.1% | -22.8% | -7.4% | -27.8% |
| 3M | -32.4% | -32.4% | 0.0% | -29.1% |
| 6M | -32.1% | -53.4% | +21.2% | -26.5% |
| YTD | +4.1% | -25.9% | +30.0% | +4.7% |
| 1Y | +8.9% | -42.1% | +51.0% | +12.9% |
| All | +8.9% | -44.1% | +53.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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