+643.2%
GEV vs CAT
+136.8%
+506.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.3% |
| 7D | +8.1% | +5.6% | +2.5% | +3.7% |
| 30D | -1.9% | -2.3% | +0.4% | 0.0% |
| 3M | +4.1% | -10.0% | +14.1% | +13.1% |
| 6M | +23.2% | +21.2% | +2.0% | +6.9% |
| YTD | +48.9% | +44.4% | +4.4% | +12.9% |
| 1Y | +62.2% | +96.3% | -34.1% | -2.1% |
| All | +643.2% | +136.8% | +506.3% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling