+203.9%
CAT vs CMI
+156.7%
+47.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +5.6% | +1.9% | +3.7% | +4.1% |
| 30D | -2.3% | -12.5% | +10.2% | +8.0% |
| 3M | -10.0% | -16.2% | +6.2% | +3.2% |
| 6M | +21.2% | +4.9% | +16.4% | +18.5% |
| YTD | +44.4% | +11.1% | +33.3% | +34.9% |
| 1Y | +96.3% | +43.4% | +52.9% | +54.3% |
| 3Y | +203.9% | +154.1% | +49.8% | +61.4% |
| All | +203.9% | +156.7% | +47.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling