+8.9%
CAT vs COF
-4.4%
+13.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.8% |
| 7D | -17.1% | +0.7% | -17.8% | -17.4% |
| 30D | -30.1% | +5.7% | -35.8% | -31.6% |
| 3M | -32.4% | -6.7% | -25.7% | -30.8% |
| 6M | -32.1% | +9.5% | -41.6% | -35.0% |
| YTD | +4.1% | -13.9% | +18.0% | +8.0% |
| 1Y | +8.9% | -5.1% | +14.0% | +7.8% |
| All | +8.9% | -4.4% | +13.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling