+96.3%
CAT vs CAG
-15.1%
+111.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +0.8% |
| 7D | +5.6% | -5.3% | +10.8% | +4.4% |
| 30D | -2.3% | +1.0% | -3.3% | -2.1% |
| 3M | -10.0% | +17.4% | -27.4% | -7.2% |
| 6M | +21.2% | -16.8% | +38.1% | +22.1% |
| YTD | +44.4% | -6.8% | +51.2% | +47.8% |
| 1Y | +96.3% | -15.4% | +111.7% | +99.3% |
| All | +96.3% | -15.1% | +111.4% | +99.3% |
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