+332.7%
CAT vs CNC
+2.3%
+330.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +2.9% | -4.9% | +7.8% | +3.3% |
| 30D | -2.6% | -3.8% | +1.1% | -2.4% |
| 3M | -10.7% | -3.2% | -7.4% | -10.6% |
| 6M | +16.1% | +47.9% | -31.7% | +11.4% |
| YTD | +43.2% | +55.7% | -12.4% | +36.4% |
| 1Y | +96.8% | +106.2% | -9.4% | +82.3% |
| 3Y | +201.4% | -2.1% | +203.4% | +189.7% |
| 5Y | +332.7% | +3.4% | +329.3% | +305.9% |
| All | +332.7% | +2.3% | +330.4% | +305.9% |
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 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