+214.2%
CAT vs CNP
+73.9%
+140.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +9.3% | +2.5% | +6.9% | +8.6% |
| 30D | -21.5% | +4.0% | -25.5% | -22.4% |
| 3M | -29.1% | +1.6% | -30.7% | -29.5% |
| 6M | -33.4% | -1.7% | -31.7% | -33.3% |
| YTD | +6.6% | +8.6% | -2.1% | +3.6% |
| 1Y | +6.5% | +5.8% | +0.7% | +4.3% |
| 3Y | +162.7% | +63.0% | +99.7% | +117.4% |
| 5Y | +214.2% | +74.7% | +139.6% | +146.4% |
| All | +214.2% | +73.9% | +140.3% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling