+2,916.4%
CAT vs AGG
+95.5%
+2,820.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +7.4% | -1.5% | +9.0% | +6.8% |
| 30D | -19.7% | +0.6% | -20.3% | -19.5% |
| 3M | -29.6% | -1.6% | -28.0% | -30.0% |
| 6M | -33.2% | -1.6% | -31.6% | -33.6% |
| YTD | +5.7% | -1.5% | +7.2% | +5.0% |
| 1Y | +9.3% | -1.1% | +10.5% | +8.9% |
| 3Y | +158.3% | +13.6% | +144.7% | +173.6% |
| 5Y | +211.6% | -1.7% | +213.3% | +200.4% |
| 10Y | +698.5% | +16.1% | +682.3% | +763.9% |
| All | +2,916.4% | +95.5% | +2,820.8% | +3,454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling