+192.1%
CAT vs PLUG
-96.6%
+288.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.2% | -5.7% |
| 7D | -14.5% | -4.9% | -9.6% | -14.1% |
| 30D | -35.7% | -27.4% | -8.3% | -33.9% |
| 3M | -36.3% | -35.7% | -0.6% | -33.8% |
| 6M | -38.5% | -59.3% | +20.8% | -33.9% |
| YTD | -2.5% | -31.5% | +28.9% | -0.9% |
| 1Y | -1.9% | -48.9% | +47.0% | +1.9% |
| 3Y | +139.2% | -79.6% | +218.8% | +145.8% |
| 5Y | +192.1% | -96.5% | +288.6% | +253.1% |
| All | +192.1% | -96.6% | +288.8% | +253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling