+92.1%
CAT vs CDE
+40.3%
+51.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.7% |
| 7D | +0.6% | -6.1% | +6.7% | +1.8% |
| 30D | -4.5% | +9.5% | -14.0% | -6.6% |
| 3M | -5.8% | +32.0% | -37.8% | -12.2% |
| 6M | +12.7% | -12.8% | +25.5% | +12.5% |
| YTD | +41.4% | +14.2% | +27.2% | +33.3% |
| 1Y | +92.1% | +36.3% | +55.8% | +78.3% |
| All | +92.1% | +40.3% | +51.7% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling