+153.7%
CAT vs CNP
+65.1%
+88.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.5% |
| 7D | -6.3% | -3.0% | -3.3% | -6.0% |
| 30D | -26.8% | +6.8% | -33.6% | -27.4% |
| 3M | -30.0% | +3.6% | -33.7% | -30.4% |
| 6M | -34.6% | 0.0% | -34.6% | -34.7% |
| YTD | +2.9% | +9.4% | -6.5% | +1.9% |
| 1Y | +3.3% | +6.8% | -3.6% | +2.5% |
| 3Y | +153.7% | +64.2% | +89.5% | +130.7% |
| All | +153.7% | +65.1% | +88.6% | +130.7% |
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