+695.3%
CAT vs CMI
+323.3%
+372.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +2.0% |
| 7D | +9.3% | +1.5% | +7.8% | +8.1% |
| 30D | -21.5% | -14.0% | -7.5% | -11.3% |
| 3M | -29.1% | -28.3% | -0.8% | -7.5% |
| 6M | -33.4% | -34.9% | +1.6% | -6.2% |
| YTD | +6.6% | -9.9% | +16.4% | +16.1% |
| 1Y | +6.5% | -3.6% | +10.2% | +10.2% |
| 3Y | +162.7% | +120.9% | +41.7% | +38.6% |
| 5Y | +214.2% | +116.1% | +98.1% | +67.0% |
| All | +695.3% | +323.3% | +372.0% | +144.5% |
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