+718.0%
CAT vs CSGP
+71.3%
+646.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -6.1% |
| 7D | -14.5% | +13.9% | -28.4% | -16.6% |
| 30D | -35.7% | +16.0% | -51.7% | -38.1% |
| 3M | -36.3% | +6.1% | -42.4% | -37.9% |
| 6M | -38.5% | -8.2% | -30.4% | -38.7% |
| YTD | -2.5% | -52.3% | +49.8% | +13.7% |
| 1Y | -1.9% | -54.5% | +52.6% | +15.8% |
| 3Y | +139.2% | -58.6% | +197.8% | +184.4% |
| 5Y | +192.1% | -61.5% | +253.6% | +247.6% |
| All | +718.0% | +71.3% | +646.6% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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