+1,123.7%
CAT vs AGI
+388.9%
+734.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | +0.6% | -5.3% | +5.9% | +0.9% |
| 30D | -4.5% | +6.8% | -11.3% | -5.0% |
| 3M | -5.8% | +8.3% | -14.1% | -6.5% |
| 6M | +12.7% | -29.2% | +42.0% | +14.6% |
| YTD | +41.4% | -7.3% | +48.6% | +41.4% |
| 1Y | +92.1% | +8.0% | +84.0% | +90.4% |
| 3Y | +197.5% | +206.6% | -9.1% | +178.6% |
| 5Y | +327.9% | +398.1% | -70.2% | +292.0% |
| All | +1,123.7% | +388.9% | +734.8% | +1,057.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling