+3,944.6%
CAT vs AGI
+4,227.8%
-283.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.0% |
| 7D | +9.3% | -7.5% | +16.8% | +10.0% |
| 30D | -21.5% | -9.9% | -11.6% | -20.9% |
| 3M | -29.1% | -14.2% | -14.9% | -28.3% |
| 6M | -33.4% | -35.2% | +1.8% | -31.3% |
| YTD | +6.6% | -25.2% | +31.8% | +8.2% |
| 1Y | +6.5% | -14.3% | +20.8% | +7.0% |
| 3Y | +162.7% | +127.7% | +35.0% | +141.8% |
| 5Y | +214.2% | +243.4% | -29.2% | +177.6% |
| 10Y | +705.2% | +384.1% | +321.1% | +556.3% |
| All | +3,944.6% | +4,227.8% | -283.2% | +2,919.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling