+201.5%
CAT vs CAG
-36.5%
+238.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +1.7% | -3.8% | +5.5% | +1.5% |
| 30D | -6.6% | +3.1% | -9.7% | -6.4% |
| 3M | -13.3% | +23.5% | -36.8% | -13.1% |
| 6M | +11.6% | -14.8% | +26.5% | +13.5% |
| YTD | +42.9% | -5.4% | +48.4% | +44.7% |
| 1Y | +95.4% | -11.8% | +107.2% | +98.5% |
| All | +201.5% | -36.5% | +238.0% | +203.4% |
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