+688.6%
CAT vs CMI
+320.3%
+368.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | +7.4% | +0.5% | +7.0% | +7.1% |
| 30D | -19.7% | -14.0% | -5.6% | -9.2% |
| 3M | -29.6% | -28.1% | -1.5% | -8.4% |
| 6M | -33.2% | -35.8% | +2.6% | -5.0% |
| YTD | +5.7% | -10.5% | +16.2% | +15.8% |
| 1Y | +9.3% | -1.9% | +11.2% | +11.6% |
| 3Y | +158.3% | +121.0% | +37.3% | +36.2% |
| 5Y | +211.6% | +114.6% | +97.0% | +66.5% |
| All | +688.6% | +320.3% | +368.3% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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