+213.4%
CAT vs COF
+37.7%
+175.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +1.7% | -4.5% | +6.2% | +3.7% |
| 30D | -24.6% | -2.0% | -22.6% | -24.0% |
| 3M | -28.5% | -9.7% | -18.8% | -25.5% |
| 6M | -34.8% | +8.0% | -42.8% | -37.4% |
| YTD | +5.9% | -17.7% | +23.6% | +13.5% |
| 1Y | +6.8% | -9.3% | +16.2% | +9.7% |
| 3Y | +161.1% | +96.3% | +64.8% | +89.0% |
| 5Y | +213.4% | +37.0% | +176.5% | +156.6% |
| All | +213.4% | +37.7% | +175.7% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling