+1,126.0%
CAT vs CNP
+135.4%
+990.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +5.6% | +1.6% | +3.9% | +4.9% |
| 30D | -2.3% | -0.8% | -1.6% | -2.1% |
| 3M | -10.0% | -3.6% | -6.4% | -9.1% |
| 6M | +21.2% | -6.9% | +28.2% | +24.0% |
| YTD | +44.4% | +6.4% | +38.0% | +40.5% |
| 1Y | +96.3% | +9.9% | +86.3% | +88.1% |
| 3Y | +203.9% | +53.1% | +150.8% | +152.7% |
| 5Y | +333.5% | +72.0% | +261.5% | +240.9% |
| 10Y | +1,126.0% | +131.5% | +994.5% | +725.4% |
| All | +1,126.0% | +135.4% | +990.7% | +725.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling