+1,157.1%
CAT vs CMG
+314.3%
+842.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | +2.9% | -6.5% | +9.4% | +4.0% |
| 30D | -2.6% | +12.1% | -14.7% | -4.5% |
| 3M | -10.7% | +20.6% | -31.3% | -14.1% |
| 6M | +16.1% | +2.1% | +14.1% | +14.7% |
| YTD | +43.2% | -2.6% | +45.9% | +42.4% |
| 1Y | +96.8% | -8.7% | +105.5% | +96.8% |
| 3Y | +201.4% | -7.4% | +208.7% | +197.4% |
| 5Y | +332.7% | -5.7% | +338.3% | +318.0% |
| 10Y | +1,157.1% | +322.3% | +834.8% | +844.8% |
| All | +1,157.1% | +314.3% | +842.8% | +844.8% |
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