+143.9%
CAT vs CNP
+60.3%
+83.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | -10.3% | -4.2% | -6.1% | -9.8% |
| 30D | -31.2% | +5.5% | -36.7% | -31.6% |
| 3M | -34.7% | +0.6% | -35.2% | -34.7% |
| 6M | -39.5% | -2.8% | -36.6% | -39.4% |
| YTD | -1.7% | +7.9% | -9.5% | -2.5% |
| 1Y | -1.1% | +6.7% | -7.8% | -1.8% |
| 3Y | +143.9% | +61.1% | +82.7% | +120.5% |
| All | +143.9% | +60.3% | +83.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling