+1,123.7%
CAT vs AGG
+14.3%
+1,109.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.5% |
| 30D | -4.5% | -1.0% | -3.6% | -4.6% |
| 3M | -5.8% | -1.3% | -4.5% | -5.9% |
| 6M | +12.7% | -2.1% | +14.8% | +12.4% |
| YTD | +41.4% | -1.2% | +42.6% | +41.2% |
| 1Y | +92.1% | -0.5% | +92.5% | +92.1% |
| 3Y | +197.5% | +12.4% | +185.0% | +205.7% |
| 5Y | +327.9% | -2.4% | +330.3% | +292.3% |
| All | +1,123.7% | +14.3% | +1,109.4% | +1,327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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