+203.9%
CAT vs COF
+124.4%
+79.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.2% |
| 7D | +5.6% | +1.2% | +4.3% | +4.9% |
| 30D | -2.3% | -1.4% | -0.9% | -1.9% |
| 3M | -10.0% | +19.0% | -29.0% | -17.1% |
| 6M | +21.2% | +14.9% | +6.4% | +13.2% |
| YTD | +44.4% | -10.7% | +55.1% | +49.9% |
| 1Y | +96.3% | -1.3% | +97.6% | +93.6% |
| 3Y | +203.9% | +124.3% | +79.6% | +122.1% |
| All | +203.9% | +124.4% | +79.5% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling