+3.3%
CAT vs CFG
+28.5%
-25.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -26.8% | +2.8% | -29.6% | -28.0% |
| 3M | -30.0% | -10.1% | -19.9% | -25.6% |
| 6M | -34.6% | +3.2% | -37.8% | -37.1% |
| YTD | +2.9% | +14.2% | -11.3% | -7.7% |
| 1Y | +3.3% | +27.4% | -24.1% | -11.5% |
| All | +3.3% | +28.5% | -25.2% | -11.5% |
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