+8.9%
CAT vs CMG
+12.0%
-3.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.8% | -11.1% | -4.7% |
| 7D | -17.1% | +22.5% | -39.6% | -15.6% |
| 30D | -30.1% | +14.1% | -44.2% | -28.9% |
| 3M | -32.4% | +4.1% | -36.5% | -31.3% |
| 6M | -32.1% | +10.1% | -42.2% | -31.2% |
| YTD | +4.1% | -4.9% | +9.0% | +7.1% |
| 1Y | +8.9% | +10.9% | -2.0% | +10.4% |
| All | +8.9% | +12.0% | -3.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling