+5.8%
CAT vs CAG
-5.3%
+11.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.3% |
| 7D | -2.4% | +4.6% | -7.0% | -1.1% |
| 30D | -25.0% | +14.7% | -39.7% | -22.5% |
| 3M | -28.7% | +2.4% | -31.1% | -27.7% |
| 6M | -33.0% | +10.7% | -43.7% | -30.1% |
| YTD | +5.4% | -5.5% | +10.9% | +9.1% |
| All | +5.8% | -5.3% | +11.1% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling