+636.9%
CAT vs CFG
+351.2%
+285.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.2% | -4.9% |
| 7D | -14.5% | -2.2% | -12.3% | -13.6% |
| 30D | -35.7% | +0.4% | -36.1% | -35.9% |
| 3M | -36.3% | -12.6% | -23.7% | -32.3% |
| 6M | -38.5% | +0.6% | -39.2% | -39.0% |
| YTD | -2.5% | +12.4% | -15.0% | -8.0% |
| 1Y | -1.9% | +27.7% | -29.6% | -12.7% |
| 3Y | +139.2% | +172.4% | -33.2% | +48.6% |
| 5Y | +192.1% | +64.0% | +128.2% | +119.4% |
| 10Y | +732.3% | +252.8% | +479.4% | +312.4% |
| All | +636.9% | +351.2% | +285.7% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling