-34.8%
CAT vs AGI
-31.4%
-3.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.8% |
| 30D | -24.6% | -7.6% | -17.0% | -22.9% |
| 3M | -28.5% | -10.2% | -18.3% | -26.7% |
| 6M | -34.8% | -31.5% | -3.3% | -29.7% |
| All | -34.8% | -31.4% | -3.4% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling