+688.6%
CAT vs AGI
+389.5%
+299.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | +7.4% | -10.1% | +17.6% | +8.2% |
| 30D | -19.7% | -6.5% | -13.1% | -19.3% |
| 3M | -29.6% | -12.8% | -16.8% | -29.0% |
| 6M | -33.2% | -34.3% | +1.1% | -31.6% |
| YTD | +5.7% | -25.6% | +31.3% | +7.2% |
| 1Y | +9.3% | -14.2% | +23.6% | +10.1% |
| 3Y | +158.3% | +127.3% | +31.1% | +146.6% |
| 5Y | +211.6% | +241.8% | -30.2% | +190.9% |
| All | +688.6% | +389.5% | +299.1% | +643.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling