+691.4%
CAT vs CG
+281.3%
+410.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -31.2% | +5.0% | -36.2% | -32.8% |
| 3M | -34.7% | -18.2% | -16.5% | -30.1% |
| 6M | -39.5% | -20.7% | -18.8% | -34.8% |
| YTD | -1.7% | -31.4% | +29.8% | +11.1% |
| 1Y | -1.1% | -22.3% | +21.1% | +6.5% |
| 3Y | +143.9% | +50.2% | +93.7% | +101.1% |
| 5Y | +194.8% | -22.1% | +216.8% | +193.5% |
| 10Y | +739.8% | +295.5% | +444.2% | +367.5% |
| All | +691.4% | +281.3% | +410.0% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling