+712.5%
CAT vs CG
+320.1%
+392.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.6% | +0.6% | +4.6% |
| 7D | -2.4% | +3.0% | -5.4% | -3.6% |
| 30D | -25.0% | +10.1% | -35.1% | -28.2% |
| 3M | -28.7% | -10.8% | -17.9% | -26.0% |
| 6M | -33.0% | -15.2% | -17.8% | -29.2% |
| YTD | +5.4% | -26.9% | +32.3% | +17.2% |
| 1Y | +7.3% | -17.0% | +24.3% | +13.2% |
| 3Y | +166.0% | +54.6% | +111.4% | +112.1% |
| 5Y | +210.1% | -16.7% | +226.8% | +200.7% |
| 10Y | +712.5% | +320.1% | +392.4% | +327.1% |
| All | +712.5% | +320.1% | +392.4% | +327.1% |
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