+143.9%
CAT vs CG
+47.3%
+96.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -31.2% | +5.0% | -36.2% | -32.9% |
| 3M | -34.7% | -18.2% | -16.5% | -29.5% |
| 6M | -39.5% | -20.7% | -18.8% | -34.0% |
| YTD | -1.7% | -31.4% | +29.8% | +13.2% |
| 1Y | -1.1% | -22.3% | +21.1% | +7.5% |
| 3Y | +143.9% | +50.2% | +93.7% | +103.9% |
| All | +143.9% | +47.3% | +96.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling