+712.5%
CAT vs AG
+77.4%
+635.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +6.7% |
| 7D | -2.4% | +10.8% | -13.2% | -3.5% |
| 30D | -25.0% | -8.2% | -16.8% | -24.4% |
| 3M | -28.7% | -13.7% | -15.0% | -27.8% |
| 6M | -33.0% | -27.3% | -5.7% | -31.3% |
| YTD | +5.4% | -4.6% | +10.0% | +4.5% |
| 1Y | +7.3% | +39.4% | -32.1% | +2.5% |
| 3Y | +166.0% | +244.1% | -78.1% | +128.2% |
| 5Y | +210.1% | +16.8% | +193.3% | +181.9% |
| 10Y | +712.5% | +71.7% | +640.8% | +578.3% |
| All | +712.5% | +77.4% | +635.2% | +578.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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