+207.3%
CAT vs CNC
-6.2%
+213.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.5% |
| 7D | -6.3% | +4.0% | -10.3% | -6.6% |
| 30D | -26.8% | +7.4% | -34.2% | -27.3% |
| 3M | -30.0% | +5.4% | -35.5% | -30.5% |
| 6M | -34.6% | +25.4% | -60.0% | -36.1% |
| YTD | +2.9% | +70.6% | -67.7% | -2.8% |
| 1Y | +3.3% | +104.9% | -101.7% | -4.3% |
| 3Y | +153.7% | -2.3% | +156.0% | +146.5% |
| 5Y | +207.3% | -6.5% | +213.8% | +196.8% |
| All | +207.3% | -6.2% | +213.4% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling