+158.3%
CAT vs CG
+46.4%
+111.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.3% |
| 7D | +7.4% | +0.2% | +7.3% | +7.3% |
| 30D | -19.7% | +11.2% | -30.9% | -23.6% |
| 3M | -29.6% | -22.1% | -7.5% | -22.3% |
| 6M | -33.2% | -17.9% | -15.3% | -28.2% |
| YTD | +5.7% | -31.3% | +37.0% | +21.5% |
| 1Y | +9.3% | -24.0% | +33.3% | +20.1% |
| 3Y | +158.3% | +45.0% | +113.4% | +114.1% |
| All | +158.3% | +46.4% | +111.9% | +114.1% |
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 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