+1,050.3%
CAT vs CG
+351.2%
+699.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.3% |
| 7D | +1.7% | -4.3% | +6.0% | +3.4% |
| 30D | -6.6% | -5.1% | -1.5% | -4.9% |
| 3M | -13.3% | +8.7% | -22.0% | -16.3% |
| 6M | +11.6% | -9.2% | +20.8% | +14.8% |
| YTD | +42.9% | -18.9% | +61.8% | +52.5% |
| 1Y | +95.4% | -25.6% | +121.1% | +114.6% |
| 3Y | +196.6% | +57.3% | +139.3% | +141.1% |
| 5Y | +321.7% | +10.2% | +311.5% | +271.2% |
| 10Y | +1,140.8% | +364.2% | +776.6% | +553.5% |
| All | +1,050.3% | +351.2% | +699.1% | +493.1% |
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 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