+688.6%
CAT vs CFG
+216.2%
+472.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.1% |
| 7D | +7.4% | +3.2% | +4.2% | +6.0% |
| 30D | -19.7% | +5.1% | -24.8% | -21.5% |
| 3M | -29.6% | -11.2% | -18.4% | -25.7% |
| 6M | -33.2% | +9.6% | -42.8% | -36.2% |
| YTD | +5.7% | +15.0% | -9.3% | -1.2% |
| 1Y | +9.3% | +29.9% | -20.5% | -3.4% |
| 3Y | +158.3% | +192.1% | -33.8% | +55.7% |
| 5Y | +211.6% | +62.3% | +149.3% | +135.3% |
| All | +688.6% | +216.2% | +472.4% | +340.1% |
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