+214.2%
CAT vs AG
+3.1%
+211.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.4% |
| 7D | +9.3% | -6.0% | +15.4% | +10.3% |
| 30D | -21.5% | -14.3% | -7.2% | -19.8% |
| 3M | -29.1% | -26.9% | -2.2% | -26.1% |
| 6M | -33.4% | -42.1% | +8.8% | -28.8% |
| YTD | +6.6% | -15.9% | +22.4% | +7.0% |
| 1Y | +6.5% | +11.5% | -5.0% | +2.9% |
| 3Y | +162.7% | +208.0% | -45.3% | +111.3% |
| 5Y | +214.2% | +2.4% | +211.8% | +192.1% |
| All | +214.2% | +3.1% | +211.1% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling