+1,144.3%
CAT vs CMI
+516.5%
+627.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -4.3% | -12.4% | +8.1% | +6.1% |
| 3M | -8.6% | -14.8% | +6.1% | +3.8% |
| 6M | +16.1% | +0.8% | +15.3% | +15.8% |
| YTD | +43.8% | +10.2% | +33.6% | +33.2% |
| 1Y | +91.5% | +37.4% | +54.0% | +49.6% |
| 3Y | +202.7% | +153.3% | +49.4% | +42.9% |
| 5Y | +335.1% | +167.6% | +167.5% | +94.4% |
| All | +1,144.3% | +516.5% | +627.9% | +186.1% |
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