+688.6%
CAT vs CMG
+342.6%
+346.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +2.5% | +5.0% | +7.1% |
| 30D | -19.7% | +15.6% | -35.3% | -21.6% |
| 3M | -29.6% | +8.2% | -37.8% | -30.8% |
| 6M | -33.2% | +9.9% | -43.1% | -35.1% |
| YTD | +5.7% | -4.6% | +10.3% | +5.0% |
| 1Y | +9.3% | +12.4% | -3.1% | +5.3% |
| 3Y | +158.3% | -18.0% | +176.3% | +159.5% |
| 5Y | +211.6% | -5.3% | +216.9% | +199.7% |
| All | +688.6% | +342.6% | +346.0% | +483.2% |
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 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