+94.6%
CAT vs CNC
+106.6%
-12.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +2.9% | -4.9% | +7.8% | +3.4% |
| 30D | -2.6% | -3.8% | +1.1% | -2.4% |
| 3M | -10.7% | -3.2% | -7.4% | -10.5% |
| 6M | +16.1% | +47.9% | -31.7% | +9.8% |
| YTD | +43.2% | +55.7% | -12.4% | +32.9% |
| All | +94.6% | +106.6% | -12.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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