+19,008.0%
CAT vs CAG
+604.3%
+18,403.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | -2.4% | +4.6% | -7.0% | -3.7% |
| 30D | -25.0% | +14.7% | -39.7% | -28.1% |
| 3M | -28.7% | +2.4% | -31.1% | -29.8% |
| 6M | -33.0% | +10.7% | -43.7% | -36.0% |
| YTD | +5.4% | -5.5% | +10.9% | +4.7% |
| 1Y | +7.3% | -4.6% | +11.8% | +6.1% |
| 3Y | +166.0% | -34.4% | +200.5% | +187.0% |
| 5Y | +210.1% | -39.2% | +249.3% | +238.2% |
| 10Y | +712.5% | -39.0% | +751.5% | +737.1% |
| All | +19,008.0% | +604.3% | +18,403.7% | +8,801.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling