+141.7%
CAT vs CSGP
-58.5%
+200.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -6.4% |
| 7D | -14.5% | +13.9% | -28.4% | -14.2% |
| 30D | -35.7% | +16.0% | -51.7% | -35.7% |
| 3M | -36.3% | +6.1% | -42.4% | -36.2% |
| 6M | -38.5% | -8.2% | -30.4% | -37.5% |
| YTD | -2.5% | -52.3% | +49.8% | +11.9% |
| 1Y | -1.9% | -54.5% | +52.6% | +13.9% |
| All | +141.7% | -58.5% | +200.2% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling