+3,980.9%
CAT vs AGG
+98.1%
+3,882.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.6% |
| 30D | -6.6% | -0.4% | -6.2% | -6.7% |
| 3M | -13.3% | -0.7% | -12.6% | -13.5% |
| 6M | +11.6% | -1.5% | +13.1% | +10.8% |
| YTD | +42.9% | -0.3% | +43.2% | +42.7% |
| 1Y | +95.4% | +1.3% | +94.1% | +96.4% |
| 3Y | +196.6% | +13.2% | +183.4% | +212.5% |
| 5Y | +321.7% | -1.4% | +323.1% | +305.7% |
| 10Y | +1,140.8% | +14.9% | +1,125.9% | +1,229.2% |
| All | +3,980.9% | +98.1% | +3,882.8% | +4,730.3% |
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