-41.3%
GLW vs CAT
-38.6%
-2.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.3% |
| 7D | -13.9% | -10.3% | -3.6% | +0.7% |
| 30D | -35.0% | -31.2% | -3.8% | +11.1% |
| 3M | -32.4% | -34.7% | +2.3% | +26.0% |
| 6M | -41.3% | -39.5% | -1.9% | +30.3% |
| All | -41.3% | -38.6% | -2.8% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling