+674.0%
CAT vs CFG
+230.2%
+443.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -26.8% | +2.8% | -29.6% | -27.7% |
| 3M | -30.0% | -10.1% | -19.9% | -26.6% |
| 6M | -34.6% | +3.2% | -37.8% | -35.8% |
| YTD | +2.9% | +14.2% | -11.3% | -3.5% |
| 1Y | +3.3% | +27.4% | -24.1% | -7.9% |
| 3Y | +153.7% | +187.6% | -33.9% | +54.0% |
| 5Y | +207.3% | +65.7% | +141.6% | +129.9% |
| 10Y | +674.0% | +219.7% | +454.3% | +323.1% |
| All | +674.0% | +230.2% | +443.8% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling