+204.2%
CAT vs CDE
+811.2%
-607.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.4% |
| 7D | +5.6% | +2.3% | +3.3% | +5.2% |
| 30D | -2.3% | +18.8% | -21.1% | -5.0% |
| 3M | -10.0% | +23.5% | -33.5% | -13.4% |
| 6M | +21.2% | -8.6% | +29.9% | +20.7% |
| YTD | +44.4% | +16.0% | +28.4% | +38.7% |
| 1Y | +96.3% | +42.1% | +54.2% | +82.8% |
| All | +204.2% | +811.2% | -607.0% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling