+688.6%
CAT vs AGG
+16.8%
+671.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +7.4% | -1.5% | +9.0% | +7.3% |
| 30D | -19.7% | +0.6% | -20.3% | -19.6% |
| 3M | -29.6% | -1.6% | -28.0% | -29.7% |
| 6M | -33.2% | -1.6% | -31.6% | -33.3% |
| YTD | +5.7% | -1.5% | +7.2% | +5.5% |
| 1Y | +9.3% | -1.1% | +10.5% | +9.3% |
| 3Y | +158.3% | +13.6% | +144.7% | +166.3% |
| 5Y | +211.6% | -1.7% | +213.3% | +188.5% |
| All | +688.6% | +16.8% | +671.8% | +835.1% |
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