+96.8%
CAT vs COF
-2.6%
+99.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +2.9% | -2.7% | +5.6% | +3.8% |
| 30D | -2.6% | -3.4% | +0.7% | -1.7% |
| 3M | -10.7% | +15.4% | -26.1% | -15.2% |
| 6M | +16.1% | +14.4% | +1.7% | +10.2% |
| YTD | +43.2% | -12.0% | +55.2% | +45.7% |
| 1Y | +96.8% | -3.7% | +100.6% | +97.8% |
| All | +96.8% | -2.6% | +99.4% | +97.8% |
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