+158.3%
CAT vs CFG
+191.5%
-33.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.2% |
| 7D | +7.4% | +3.2% | +4.2% | +5.8% |
| 30D | -19.7% | +5.1% | -24.8% | -21.8% |
| 3M | -29.6% | -11.2% | -18.4% | -25.2% |
| 6M | -33.2% | +9.6% | -42.8% | -36.8% |
| YTD | +5.7% | +15.0% | -9.3% | -2.5% |
| 1Y | +9.3% | +29.9% | -20.5% | -5.2% |
| 3Y | +158.3% | +192.1% | -33.8% | +55.0% |
| All | +158.3% | +191.5% | -33.2% | +55.0% |
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