+1,425.5%
CAT vs CMG
+3,871.1%
-2,445.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.8% | +3.4% | +6.3% |
| 7D | -2.4% | +8.6% | -11.0% | -4.4% |
| 30D | -25.0% | +13.1% | -38.1% | -27.6% |
| 3M | -28.7% | +9.0% | -37.7% | -30.9% |
| 6M | -33.0% | +10.0% | -43.0% | -36.0% |
| YTD | +5.4% | -3.4% | +8.8% | +3.7% |
| 1Y | +7.3% | +16.8% | -9.6% | +0.2% |
| 3Y | +166.0% | -14.7% | +180.7% | +162.6% |
| 5Y | +210.1% | -1.5% | +211.6% | +187.3% |
| 10Y | +712.5% | +383.6% | +328.9% | +345.9% |
| All | +1,425.5% | +3,871.1% | -2,445.6% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling