+1,123.7%
CAT vs CDE
+59.7%
+1,064.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.9% |
| 7D | +0.6% | -6.1% | +6.7% | +1.3% |
| 30D | -4.5% | +9.5% | -14.0% | -5.8% |
| 3M | -5.8% | +32.0% | -37.8% | -9.4% |
| 6M | +12.7% | -12.8% | +25.5% | +13.2% |
| YTD | +41.4% | +14.2% | +27.2% | +37.0% |
| 1Y | +92.1% | +36.3% | +55.8% | +81.2% |
| 3Y | +197.5% | +821.4% | -623.9% | +117.3% |
| 5Y | +327.9% | +194.3% | +133.7% | +237.3% |
| All | +1,123.7% | +59.7% | +1,064.0% | +815.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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