+326.0%
CAT vs CFG
+101.4%
+224.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +1.5% | +0.2% | +1.0% |
| 30D | -6.6% | -3.8% | -2.7% | -4.8% |
| 3M | -13.3% | +11.5% | -24.8% | -17.9% |
| 6M | +11.6% | +19.2% | -7.6% | +2.5% |
| YTD | +42.9% | +23.7% | +19.2% | +28.9% |
| 1Y | +95.4% | +38.8% | +56.6% | +66.4% |
| 3Y | +196.6% | +178.9% | +17.7% | +82.5% |
| All | +326.0% | +101.4% | +224.6% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling