+158.3%
CAT vs COF
+95.3%
+63.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +7.4% | -3.4% | +10.8% | +9.0% |
| 30D | -19.7% | +0.4% | -20.0% | -19.9% |
| 3M | -29.6% | -12.5% | -17.1% | -25.5% |
| 6M | -33.2% | +8.3% | -41.5% | -36.1% |
| YTD | +5.7% | -18.6% | +24.2% | +14.2% |
| 1Y | +9.3% | -8.6% | +18.0% | +11.8% |
| 3Y | +158.3% | +94.7% | +63.7% | +76.6% |
| All | +158.3% | +95.3% | +63.0% | +76.6% |
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