+17,723.7%
CAT vs CAG
+602.0%
+17,121.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -10.3% | +5.8% | -16.1% | -11.8% |
| 30D | -31.2% | +16.4% | -47.5% | -34.3% |
| 3M | -34.7% | +3.8% | -38.5% | -35.9% |
| 6M | -39.5% | +10.8% | -50.3% | -42.2% |
| YTD | -1.7% | -5.8% | +4.2% | -2.2% |
| 1Y | -1.1% | -2.4% | +1.3% | -2.9% |
| 3Y | +143.9% | -33.4% | +177.3% | +161.8% |
| 5Y | +194.8% | -39.4% | +234.2% | +221.8% |
| 10Y | +739.8% | -37.5% | +777.3% | +757.7% |
| All | +17,723.7% | +602.0% | +17,121.7% | +8,210.0% |
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