+332.7%
CAT vs CMI
+165.6%
+167.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.4% |
| 30D | -2.6% | -12.3% | +9.7% | +7.8% |
| 3M | -10.7% | -16.8% | +6.1% | +3.3% |
| 6M | +16.1% | +1.5% | +14.6% | +15.5% |
| YTD | +43.2% | +9.8% | +33.4% | +33.8% |
| 1Y | +96.8% | +42.6% | +54.2% | +51.5% |
| 3Y | +201.4% | +151.0% | +50.4% | +46.9% |
| 5Y | +332.7% | +167.0% | +165.6% | +98.4% |
| All | +332.7% | +165.6% | +167.1% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling