+677.7%
CAT vs CMG
+360.1%
+317.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -6.3% | +8.0% | -14.3% | -7.4% |
| 30D | -26.8% | +13.7% | -40.5% | -28.4% |
| 3M | -30.0% | +11.8% | -41.8% | -31.6% |
| 6M | -34.6% | +10.6% | -45.1% | -36.5% |
| YTD | +2.9% | -2.9% | +5.8% | +2.0% |
| 1Y | +3.3% | +17.8% | -14.6% | -1.3% |
| 3Y | +153.7% | -15.3% | +169.0% | +153.6% |
| 5Y | +207.3% | -0.9% | +208.2% | +193.5% |
| All | +677.7% | +360.1% | +317.6% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling