+1,110.7%
CAT vs AG
+60.0%
+1,050.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -6.6% | +19.2% | -25.7% | -8.4% |
| 3M | -13.3% | +6.2% | -19.4% | -14.3% |
| 6M | +11.6% | -26.7% | +38.3% | +14.0% |
| YTD | +42.9% | +26.1% | +16.8% | +37.8% |
| 1Y | +95.4% | +131.7% | -36.2% | +76.9% |
| 3Y | +196.6% | +255.3% | -58.8% | +150.6% |
| 5Y | +321.7% | +61.9% | +259.7% | +270.8% |
| All | +1,110.7% | +60.0% | +1,050.7% | +978.9% |
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