+158.3%
CAT vs CAG
-36.3%
+194.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -0.7% |
| 7D | +7.4% | -3.3% | +10.8% | +7.0% |
| 30D | -19.7% | +7.7% | -27.3% | -18.9% |
| 3M | -29.6% | -3.2% | -26.4% | -29.4% |
| 6M | -33.2% | +7.0% | -40.2% | -32.4% |
| YTD | +5.7% | -9.0% | +14.6% | +7.2% |
| 1Y | +9.3% | -9.6% | +19.0% | +10.9% |
| 3Y | +158.3% | -36.0% | +194.3% | +163.4% |
| All | +158.3% | -36.3% | +194.7% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling