+627.7%
GEV vs CAT
+134.8%
+492.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.4% |
| 7D | +3.2% | +2.9% | +0.2% | +0.9% |
| 30D | -4.0% | -2.6% | -1.4% | -1.9% |
| 3M | +3.4% | -10.7% | +14.1% | +13.1% |
| 6M | +14.7% | +16.1% | -1.4% | +2.8% |
| YTD | +45.8% | +43.2% | +2.6% | +11.3% |
| 1Y | +57.4% | +96.8% | -39.5% | -5.2% |
| All | +627.7% | +134.8% | +492.8% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling