+1,126.0%
CAT vs CAG
-36.5%
+1,162.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.2% |
| 7D | +5.6% | -5.3% | +10.8% | +6.3% |
| 30D | -2.3% | +1.0% | -3.3% | -2.6% |
| 3M | -10.0% | +17.4% | -27.4% | -12.5% |
| 6M | +21.2% | -16.8% | +38.1% | +24.5% |
| YTD | +44.4% | -6.8% | +51.2% | +45.3% |
| 1Y | +96.3% | -15.4% | +111.7% | +100.3% |
| 3Y | +203.9% | -37.1% | +241.0% | +223.7% |
| 5Y | +333.5% | -41.3% | +374.8% | +365.7% |
| 10Y | +1,126.0% | -35.5% | +1,161.5% | +1,116.8% |
| All | +1,126.0% | -36.5% | +1,162.6% | +1,116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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