+153.7%
CAT vs CNC
-1.8%
+155.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.4% |
| 7D | -6.3% | +4.0% | -10.3% | -6.4% |
| 30D | -26.8% | +7.4% | -34.2% | -27.0% |
| 3M | -30.0% | +5.4% | -35.5% | -30.2% |
| 6M | -34.6% | +25.4% | -60.0% | -35.4% |
| YTD | +2.9% | +70.6% | -67.7% | -0.5% |
| 1Y | +3.3% | +104.9% | -101.7% | -1.3% |
| 3Y | +153.7% | -2.3% | +156.0% | +145.7% |
| All | +153.7% | -1.8% | +155.5% | +145.7% |
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