+5,625.3%
CAT vs PLUG
-98.6%
+5,723.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -13.3% | -39.7% | +26.4% | -9.9% |
| 6M | +11.6% | -12.5% | +24.1% | +11.8% |
| YTD | +42.9% | +10.2% | +32.8% | +39.6% |
| 1Y | +95.4% | +50.7% | +44.7% | +83.5% |
| 3Y | +196.6% | -74.5% | +271.1% | +194.9% |
| 5Y | +321.7% | -91.8% | +413.4% | +340.5% |
| 10Y | +1,140.8% | +43.7% | +1,097.1% | +822.0% |
| All | +5,625.3% | -98.6% | +5,723.9% | +3,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling