+210.1%
CAT vs AGI
+318.8%
-108.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +6.8% |
| 7D | -2.4% | +17.4% | -19.8% | -5.0% |
| 30D | -25.0% | -0.9% | -24.1% | -24.9% |
| 3M | -28.7% | -1.6% | -27.1% | -28.7% |
| 6M | -33.0% | -24.7% | -8.3% | -30.6% |
| YTD | +5.4% | -15.3% | +20.7% | +6.5% |
| 1Y | +7.3% | +5.5% | +1.8% | +5.0% |
| 3Y | +166.0% | +154.5% | +11.5% | +118.1% |
| 5Y | +210.1% | +310.6% | -100.5% | +128.7% |
| All | +210.1% | +318.8% | -108.7% | +128.7% |
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