+6.5%
CAT vs COF
-10.7%
+17.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | +9.3% | -5.0% | +14.4% | +11.3% |
| 30D | -21.5% | -2.3% | -19.2% | -20.9% |
| 3M | -29.1% | -12.7% | -16.4% | -25.7% |
| 6M | -33.4% | +6.2% | -39.6% | -35.5% |
| YTD | +6.6% | -19.2% | +25.7% | +13.0% |
| 1Y | +6.5% | -11.5% | +18.0% | +7.3% |
| All | +6.5% | -10.7% | +17.2% | +7.3% |
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