+203.9%
CAT vs CNC
-2.0%
+205.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.2% |
| 7D | +5.6% | -1.0% | +6.6% | +5.6% |
| 30D | -2.3% | -1.8% | -0.5% | -2.3% |
| 3M | -10.0% | -0.7% | -9.3% | -10.1% |
| 6M | +21.2% | +47.9% | -26.7% | +18.4% |
| YTD | +44.4% | +56.9% | -12.5% | +40.4% |
| 1Y | +96.3% | +123.9% | -27.6% | +88.2% |
| 3Y | +203.9% | -1.3% | +205.2% | +202.4% |
| All | +203.9% | -2.0% | +205.9% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling