+695.3%
CAT vs COF
+183.0%
+512.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | +9.3% | -5.0% | +14.4% | +11.8% |
| 30D | -21.5% | -2.3% | -19.2% | -20.8% |
| 3M | -29.1% | -12.7% | -16.4% | -24.9% |
| 6M | -33.4% | +6.2% | -39.6% | -35.6% |
| YTD | +6.6% | -19.2% | +25.7% | +15.4% |
| 1Y | +6.5% | -11.5% | +18.0% | +10.7% |
| 3Y | +162.7% | +92.8% | +69.9% | +87.6% |
| 5Y | +214.2% | +34.3% | +179.9% | +153.9% |
| All | +695.3% | +183.0% | +512.3% | +354.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling