+700.3%
CAT vs CG
+299.0%
+401.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.5% |
| 7D | +1.7% | -3.8% | +5.6% | +3.4% |
| 30D | -24.6% | +7.5% | -32.1% | -27.1% |
| 3M | -28.5% | -14.4% | -14.1% | -24.5% |
| 6M | -34.8% | -15.7% | -19.2% | -31.0% |
| YTD | +5.9% | -29.0% | +34.9% | +19.1% |
| 1Y | +6.8% | -22.1% | +28.9% | +15.7% |
| 3Y | +161.1% | +49.1% | +111.9% | +111.1% |
| 5Y | +213.4% | -18.4% | +231.8% | +206.3% |
| 10Y | +700.3% | +295.1% | +405.2% | +332.3% |
| All | +700.3% | +299.0% | +401.4% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling