+201.5%
CAT vs CG
+58.1%
+143.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.4% |
| 7D | +1.7% | -4.3% | +6.0% | +3.6% |
| 30D | -6.6% | -5.1% | -1.5% | -4.7% |
| 3M | -13.3% | +8.7% | -22.0% | -16.9% |
| 6M | +11.6% | -9.2% | +20.8% | +15.3% |
| YTD | +42.9% | -18.9% | +61.8% | +54.3% |
| 1Y | +95.4% | -25.6% | +121.1% | +118.3% |
| All | +201.5% | +58.1% | +143.4% | +123.6% |
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