+158.3%
CAT vs AGG
+14.0%
+144.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | -1.5% | +9.0% | +8.3% |
| 30D | -19.7% | +0.6% | -20.3% | -20.1% |
| 3M | -29.6% | -1.6% | -28.0% | -28.9% |
| 6M | -33.2% | -1.6% | -31.6% | -32.5% |
| YTD | +5.7% | -1.5% | +7.2% | +6.7% |
| 1Y | +9.3% | -1.1% | +10.5% | +10.3% |
| 3Y | +158.3% | +13.6% | +144.7% | +137.1% |
| All | +158.3% | +14.0% | +144.3% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling