+183.3%
CAT vs PLUG
-96.4%
+279.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.2% |
| 7D | -10.3% | +5.8% | -16.1% | -10.8% |
| 30D | -31.2% | -18.5% | -12.7% | -30.0% |
| 3M | -34.7% | -30.0% | -4.7% | -32.7% |
| 6M | -39.5% | -56.2% | +16.7% | -35.4% |
| YTD | -1.7% | -26.4% | +24.7% | -0.7% |
| 1Y | -1.1% | -42.2% | +41.1% | +1.6% |
| 3Y | +143.9% | -76.8% | +220.7% | +147.0% |
| All | +183.3% | -96.4% | +279.6% | +235.2% |
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