+1,968.4%
CAT vs CMG
+4,006.7%
-2,038.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.7% | -2.8% | +4.5% | +2.4% |
| 30D | -6.6% | +7.1% | -13.7% | -8.3% |
| 3M | -13.3% | +31.2% | -44.5% | -19.9% |
| 6M | +11.6% | +0.7% | +10.9% | +9.8% |
| YTD | +42.9% | -0.1% | +43.1% | +40.6% |
| 1Y | +95.4% | -10.7% | +106.2% | +96.0% |
| 3Y | +196.6% | -4.7% | +201.3% | +186.4% |
| 5Y | +321.7% | -3.8% | +325.4% | +296.1% |
| 10Y | +1,140.8% | +352.5% | +788.3% | +598.9% |
| All | +1,968.4% | +4,006.7% | -2,038.2% | +409.1% |
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 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