+95.4%
CAT vs CMG
-11.4%
+106.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +1.7% | -2.8% | +4.5% | +1.8% |
| 30D | -6.6% | +7.1% | -13.7% | -6.7% |
| 3M | -13.3% | +31.2% | -44.5% | -15.2% |
| 6M | +11.6% | +0.7% | +10.9% | +12.4% |
| YTD | +42.9% | -0.1% | +43.1% | +44.0% |
| 1Y | +95.4% | -10.7% | +106.2% | +102.2% |
| All | +95.4% | -11.4% | +106.8% | +102.2% |
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