+214.8%
CAT vs CMG
-0.4%
+215.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.8% | +3.4% | +6.7% |
| 7D | -2.4% | +8.6% | -11.0% | -3.5% |
| 30D | -25.0% | +13.1% | -38.1% | -26.3% |
| 3M | -28.7% | +9.0% | -37.7% | -29.8% |
| 6M | -33.0% | +10.0% | -43.0% | -34.7% |
| YTD | +5.4% | -3.4% | +8.8% | +5.1% |
| 1Y | +7.3% | +16.8% | -9.6% | +2.6% |
| 3Y | +166.0% | -14.7% | +180.7% | +166.2% |
| All | +214.8% | -0.4% | +215.2% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling