+6.8%
CAT vs CFG
+28.5%
-21.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.4% |
| 7D | +1.7% | -0.8% | +2.5% | +2.3% |
| 30D | -24.6% | +3.1% | -27.7% | -25.9% |
| 3M | -28.5% | -9.7% | -18.8% | -24.1% |
| 6M | -34.8% | +6.7% | -41.5% | -38.7% |
| YTD | +5.9% | +15.2% | -9.3% | -5.4% |
| 1Y | +6.8% | +28.8% | -22.0% | -9.7% |
| All | +6.8% | +28.5% | -21.7% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling