+25,808.1%
CAT vs CAG
+604.9%
+25,203.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | -3.8% | +5.5% | +2.7% |
| 30D | -6.6% | +3.1% | -9.7% | -7.5% |
| 3M | -13.3% | +23.5% | -36.8% | -19.0% |
| 6M | +11.6% | -14.8% | +26.5% | +15.2% |
| YTD | +42.9% | -5.4% | +48.4% | +42.9% |
| 1Y | +95.4% | -11.8% | +107.2% | +98.3% |
| 3Y | +196.6% | -36.7% | +233.2% | +225.3% |
| 5Y | +321.7% | -40.3% | +361.9% | +365.4% |
| 10Y | +1,140.8% | -37.0% | +1,177.8% | +1,171.6% |
| All | +25,808.1% | +604.9% | +25,203.2% | +12,051.6% |
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