+17,723.7%
CAT vs CNP
+1,874.4%
+15,849.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -10.3% | -4.2% | -6.1% | -9.3% |
| 30D | -31.2% | +5.5% | -36.7% | -32.1% |
| 3M | -34.7% | +0.6% | -35.2% | -34.8% |
| 6M | -39.5% | -2.8% | -36.6% | -39.2% |
| YTD | -1.7% | +7.9% | -9.5% | -3.7% |
| 1Y | -1.1% | +6.7% | -7.8% | -3.0% |
| 3Y | +143.9% | +61.1% | +82.7% | +114.4% |
| 5Y | +194.8% | +73.0% | +121.8% | +153.9% |
| 10Y | +739.8% | +141.9% | +597.9% | +549.9% |
| All | +17,723.7% | +1,874.4% | +15,849.3% | +7,629.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling