+333.5%
CAT vs AGI
+390.0%
-56.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.2% |
| 7D | +5.6% | +4.4% | +1.2% | +4.9% |
| 30D | -2.3% | +10.0% | -12.3% | -3.8% |
| 3M | -10.0% | +1.7% | -11.7% | -10.7% |
| 6M | +21.2% | -26.8% | +48.0% | +25.5% |
| YTD | +44.4% | -5.3% | +49.8% | +43.8% |
| 1Y | +96.3% | +11.5% | +84.8% | +90.7% |
| 3Y | +203.9% | +212.9% | -9.0% | +146.2% |
| 5Y | +333.5% | +388.8% | -55.3% | +220.9% |
| All | +333.5% | +390.0% | -56.5% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling