+166.0%
CAT vs CFG
+182.2%
-16.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +5.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -25.0% | +3.2% | -28.2% | -26.3% |
| 3M | -28.7% | -9.7% | -19.0% | -24.9% |
| 6M | -33.0% | +3.6% | -36.6% | -34.7% |
| YTD | +5.4% | +14.7% | -9.3% | -2.6% |
| 1Y | +7.3% | +29.6% | -22.3% | -6.9% |
| 3Y | +166.0% | +190.6% | -24.5% | +60.9% |
| All | +166.0% | +182.2% | -16.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling