+332.7%
CAT vs CDE
+198.6%
+134.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | +2.9% | -2.0% | +4.9% | +3.2% |
| 30D | -2.6% | +15.7% | -18.3% | -4.9% |
| 3M | -10.7% | +30.5% | -41.2% | -14.7% |
| 6M | +16.1% | -7.4% | +23.5% | +15.6% |
| YTD | +43.2% | +17.9% | +25.3% | +37.0% |
| 1Y | +96.8% | +46.7% | +50.1% | +81.4% |
| 3Y | +201.4% | +851.3% | -649.9% | +101.4% |
| 5Y | +332.7% | +202.9% | +129.7% | +219.3% |
| All | +332.7% | +198.6% | +134.0% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling