+510.2%
GEV vs CAT
+68.7%
+441.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.0% |
| 7D | -13.2% | -6.3% | -6.9% | -8.3% |
| 30D | -20.6% | -26.8% | +6.2% | +1.3% |
| 3M | -19.5% | -30.0% | +10.5% | +6.5% |
| 6M | -23.3% | -34.6% | +11.3% | +7.0% |
| YTD | +22.2% | +2.9% | +19.3% | +20.9% |
| 1Y | +37.8% | +3.3% | +34.5% | +37.1% |
| All | +510.2% | +68.7% | +441.5% | +292.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling