+201.5%
CAT vs PLUG
-74.3%
+275.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -6.6% | +3.3% | -9.9% | -6.8% |
| 3M | -13.3% | -39.7% | +26.4% | -10.4% |
| 6M | +11.6% | -12.5% | +24.1% | +11.7% |
| YTD | +42.9% | +10.2% | +32.8% | +40.2% |
| 1Y | +95.4% | +50.7% | +44.7% | +86.0% |
| All | +201.5% | -74.3% | +275.7% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling